-33.7%
PSCE vs VT
+214.8%
-248.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -1.0% | +0.3% |
| 7D | -17.7% | -4.2% | -13.6% | -13.2% |
| 30D | -18.0% | -5.8% | -12.2% | -11.6% |
| 3M | -10.9% | -5.2% | -5.6% | -4.8% |
| 6M | -21.6% | +0.1% | -21.8% | -23.1% |
| YTD | +17.4% | +8.2% | +9.2% | +2.2% |
| 1Y | +20.4% | +10.1% | +10.3% | +2.2% |
| 3Y | -3.9% | +69.7% | -73.5% | -55.2% |
| 5Y | +29.9% | +53.4% | -23.5% | -29.5% |
| All | -33.7% | +214.8% | -248.5% | -86.0% |
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