+68.4%
PCYO vs VT
+345.0%
-276.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.8% |
| 7D | +1.1% | -4.2% | +5.3% | +3.6% |
| 30D | -2.5% | -5.8% | +3.3% | +0.7% |
| 3M | +1.3% | -5.2% | +6.6% | +4.3% |
| 6M | -6.7% | +0.1% | -6.8% | -7.3% |
| YTD | -2.5% | +8.2% | -10.8% | -7.5% |
| 1Y | -2.6% | +10.1% | -12.8% | -8.5% |
| 3Y | +7.7% | +69.7% | -61.9% | -20.7% |
| 5Y | -32.6% | +53.4% | -85.9% | -47.7% |
| 10Y | +127.9% | +219.2% | -91.3% | +26.0% |
| All | +68.4% | +345.0% | -276.6% | -13.7% |
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