+119.6%
PSCH vs VT
+224.5%
-104.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.5% | +0.4% | -1.0% | -1.0% |
| 30D | +0.3% | +1.0% | -0.7% | -0.7% |
| 3M | +18.0% | +2.4% | +15.7% | +14.7% |
| 6M | +26.1% | +12.0% | +14.1% | +11.4% |
| YTD | +23.4% | +15.3% | +8.0% | +5.6% |
| 1Y | +31.3% | +22.6% | +8.7% | +5.4% |
| 3Y | +31.5% | +74.7% | -43.1% | -27.2% |
| 5Y | -15.3% | +66.1% | -81.4% | -50.5% |
| All | +119.6% | +224.5% | -104.9% | -37.4% |
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