+130.5%
PCY vs VT
+363.9%
-233.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +4.4% | -1.4% | +5.8% | +4.8% |
| 3M | -1.4% | -1.4% | 0.0% | -1.0% |
| 6M | -0.8% | +5.5% | -6.2% | -2.5% |
| YTD | -0.3% | +12.8% | -13.1% | -4.1% |
| 1Y | +0.2% | +15.4% | -15.2% | -4.3% |
| 3Y | +33.0% | +76.9% | -43.9% | +11.3% |
| 5Y | +5.3% | +60.4% | -55.1% | -9.9% |
| 10Y | +20.9% | +232.8% | -211.8% | -14.1% |
| All | +130.5% | +363.9% | -233.3% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling