-52.0%
PSCE vs VT
+399.8%
-451.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -10.2% |
| 7D | -13.4% | -0.3% | -13.1% | -13.3% |
| 30D | -13.3% | -1.4% | -11.9% | -11.9% |
| 3M | -9.4% | -1.4% | -8.0% | -8.1% |
| 6M | -16.9% | +5.5% | -22.4% | -24.2% |
| YTD | +23.6% | +12.8% | +10.8% | +1.1% |
| 1Y | +26.0% | +15.4% | +10.6% | -0.4% |
| 3Y | +1.3% | +76.9% | -75.6% | -56.2% |
| 5Y | +41.9% | +60.4% | -18.5% | -29.2% |
| 10Y | -28.2% | +232.8% | -261.0% | -86.6% |
| All | -52.0% | +399.8% | -451.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling