+153.8%
PCVX vs VT
+134.7%
+19.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | +9.1% | -0.1% | +9.3% | +9.5% |
| 30D | -7.0% | -3.1% | -4.0% | -4.1% |
| 3M | +13.8% | -3.5% | +17.3% | +18.1% |
| 6M | +25.2% | +0.5% | +24.7% | +25.1% |
| YTD | +43.8% | +10.8% | +33.0% | +31.4% |
| 1Y | +54.6% | +11.9% | +42.7% | +40.0% |
| 3Y | +37.8% | +73.0% | -35.1% | -16.3% |
| 5Y | +169.0% | +58.6% | +110.4% | +84.3% |
| All | +153.8% | +134.7% | +19.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling