+10.6%
PICB vs VT
+217.6%
-207.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | +1.3% | -3.1% | +4.4% | +2.0% |
| 3M | -2.5% | -3.5% | +1.0% | -1.8% |
| 6M | -4.2% | +0.5% | -4.6% | -4.4% |
| YTD | -3.6% | +10.8% | -14.4% | -5.9% |
| 1Y | -1.8% | +11.9% | -13.7% | -4.4% |
| 3Y | +16.5% | +73.0% | -56.5% | +2.2% |
| 5Y | -8.8% | +58.6% | -67.4% | -19.6% |
| 10Y | +10.6% | +219.2% | -208.5% | -12.9% |
| All | +10.6% | +217.6% | -207.0% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling