+153.8%
PSCH vs VT
+223.7%
-69.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -0.2% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | +9.2% | -2.6% | +11.8% | +12.2% |
| 3M | +3.9% | -3.2% | +7.1% | +7.4% |
| 6M | +25.6% | +0.9% | +24.7% | +23.7% |
| YTD | +29.7% | +11.3% | +18.4% | +15.1% |
| 1Y | +36.2% | +14.0% | +22.2% | +18.0% |
| 3Y | +64.3% | +75.8% | -11.6% | -9.7% |
| 5Y | -10.1% | +57.8% | -67.9% | -44.6% |
| 10Y | +153.8% | +219.8% | -66.0% | -21.8% |
| All | +153.8% | +223.7% | -69.9% | -21.8% |
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