+290.0%
PSCF vs VT
+391.4%
-101.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +1.4% | -1.6% | +3.0% | +3.0% |
| 30D | +3.4% | -2.5% | +5.9% | +5.9% |
| 3M | -5.7% | -1.3% | -4.4% | -4.6% |
| 6M | +4.1% | +3.1% | +1.0% | +0.4% |
| YTD | +12.6% | +10.9% | +1.7% | +0.6% |
| 1Y | +18.8% | +12.1% | +6.7% | +5.0% |
| 3Y | +60.4% | +73.9% | -13.5% | -8.3% |
| 5Y | +15.5% | +58.0% | -42.4% | -27.4% |
| 10Y | +106.0% | +225.5% | -119.4% | -33.7% |
| All | +290.0% | +391.4% | -101.3% | -11.0% |
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 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