+92.5%
PICK vs VT
+368.6%
-276.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | 0.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.3% |
| 30D | -8.9% | -1.4% | -7.5% | -7.1% |
| 3M | -9.8% | -1.4% | -8.4% | -8.0% |
| 6M | -6.7% | +5.5% | -12.1% | -12.2% |
| YTD | +9.5% | +12.8% | -3.3% | -4.8% |
| 1Y | +28.0% | +15.4% | +12.6% | +8.1% |
| 3Y | +56.9% | +76.9% | -19.9% | -23.1% |
| 5Y | +68.1% | +60.4% | +7.7% | -6.1% |
| 10Y | +252.1% | +232.8% | +19.3% | -24.2% |
| All | +92.5% | +368.6% | -276.1% | -71.6% |
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