+75.9%
PCYO vs VT
+374.2%
-298.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | +5.9% | +1.0% | +4.9% | +5.2% |
| 3M | +8.4% | +2.4% | +6.0% | +6.6% |
| 6M | +5.0% | +12.0% | -7.0% | -2.1% |
| YTD | +1.8% | +15.3% | -13.5% | -6.7% |
| 1Y | +6.5% | +22.6% | -16.1% | -5.9% |
| 3Y | +1.0% | +74.7% | -73.7% | -26.9% |
| 5Y | -24.9% | +66.1% | -91.1% | -44.3% |
| 10Y | +129.8% | +225.0% | -95.2% | +25.0% |
| All | +75.9% | +374.2% | -298.2% | -13.0% |
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