+109.8%
PSCC vs VT
+223.7%
-113.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | 0.0% |
| 7D | +1.2% | +0.4% | +0.9% | +1.0% |
| 30D | +10.3% | -2.6% | +12.9% | +12.1% |
| 3M | +0.9% | -3.2% | +4.2% | +3.0% |
| 6M | +14.3% | +0.9% | +13.3% | +12.8% |
| YTD | +21.8% | +11.3% | +10.5% | +11.9% |
| 1Y | +19.8% | +14.0% | +5.8% | +8.2% |
| 3Y | +18.1% | +75.8% | -57.7% | -22.6% |
| 5Y | +11.9% | +57.8% | -45.9% | -21.3% |
| 10Y | +109.8% | +219.8% | -110.0% | -14.7% |
| All | +109.8% | +223.7% | -113.9% | -14.7% |
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 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