-33.7%
PSCE vs VT
+223.7%
-257.4%
-90.7%
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% | -1.6% |
| 7D | -9.3% | +0.4% | -9.6% | -9.9% |
| 30D | -13.9% | -2.6% | -11.3% | -11.1% |
| 3M | -9.2% | -3.2% | -5.9% | -5.7% |
| 6M | -13.1% | +0.9% | -14.1% | -15.4% |
| YTD | +22.4% | +11.3% | +11.1% | +2.7% |
| 1Y | +22.7% | +14.0% | +8.7% | -0.5% |
| 3Y | +8.7% | +75.8% | -67.1% | -51.7% |
| 5Y | +33.5% | +57.8% | -24.3% | -30.3% |
| 10Y | -33.7% | +219.8% | -253.5% | -86.3% |
| All | -33.7% | +223.7% | -257.4% | -86.3% |
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 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