+14.1%
PSCF vs VT
+53.2%
-39.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.6% |
| 7D | +0.2% | -4.2% | +4.4% | +4.3% |
| 30D | +3.7% | -5.8% | +9.5% | +9.6% |
| 3M | -5.8% | -5.2% | -0.5% | -1.0% |
| 6M | +4.1% | +0.1% | +4.0% | +3.2% |
| YTD | +12.8% | +8.2% | +4.5% | +3.0% |
| 1Y | +17.8% | +10.1% | +7.6% | +5.6% |
| 3Y | +60.6% | +69.7% | -9.0% | -6.9% |
| 5Y | +14.1% | +53.4% | -39.3% | -27.3% |
| All | +14.1% | +53.2% | -39.1% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling