+39.7%
PSC vs VT
+53.4%
-13.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -3.0% | -2.3% | -0.7% | -0.5% |
| 30D | -0.9% | -5.0% | +4.1% | +4.7% |
| 3M | -4.2% | -4.9% | +0.7% | +1.0% |
| 6M | +2.3% | -1.5% | +3.9% | +3.8% |
| YTD | +15.2% | +8.5% | +6.7% | +5.0% |
| 1Y | +19.2% | +11.4% | +7.8% | +5.5% |
| 3Y | +68.9% | +70.1% | -1.1% | -4.3% |
| All | +39.7% | +53.4% | -13.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling