+71.1%
PCYO vs VT
+346.0%
-274.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.7% | -2.3% | +4.0% | +3.0% |
| 30D | -0.7% | -5.0% | +4.2% | +2.1% |
| 3M | +2.1% | -4.9% | +6.9% | +4.8% |
| 6M | -5.4% | -1.5% | -3.8% | -5.0% |
| YTD | -1.0% | +8.5% | -9.5% | -6.1% |
| 1Y | +0.3% | +11.4% | -11.1% | -6.4% |
| 3Y | +11.8% | +70.1% | -58.3% | -17.8% |
| 5Y | -31.5% | +53.7% | -85.2% | -46.9% |
| 10Y | +131.5% | +220.0% | -88.5% | +27.9% |
| All | +71.1% | +346.0% | -274.9% | -12.5% |
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