-30.7%
PCYO vs VT
+53.4%
-84.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | +1.7% | -2.3% | +4.0% | +3.4% |
| 30D | -0.7% | -5.0% | +4.2% | +3.1% |
| 3M | +2.1% | -4.9% | +6.9% | +5.7% |
| 6M | -5.4% | -1.5% | -3.8% | -5.1% |
| YTD | -1.0% | +8.5% | -9.5% | -8.5% |
| 1Y | +0.3% | +11.4% | -11.1% | -9.4% |
| 3Y | +11.8% | +70.1% | -58.3% | -28.8% |
| All | -30.7% | +53.4% | -84.2% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling