+109.0%
PSCC vs VT
+215.5%
-106.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | +2.7% | -2.3% | +5.0% | +4.3% |
| 30D | +9.8% | -5.0% | +14.8% | +13.5% |
| 3M | -0.4% | -4.9% | +4.5% | +2.8% |
| 6M | +11.8% | -1.5% | +13.3% | +12.2% |
| YTD | +19.7% | +8.5% | +11.2% | +11.9% |
| 1Y | +18.1% | +11.4% | +6.8% | +8.4% |
| 3Y | +13.6% | +70.1% | -56.4% | -23.8% |
| 5Y | +9.3% | +53.7% | -44.5% | -21.8% |
| All | +109.0% | +215.5% | -106.6% | -13.1% |
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