+146.0%
PSCH vs VT
+224.4%
-78.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | -0.3% |
| 7D | -0.4% | -0.7% | +0.3% | +0.3% |
| 30D | +9.7% | -1.7% | +11.5% | +11.7% |
| 3M | +4.8% | -2.3% | +7.2% | +7.3% |
| 6M | +28.6% | +1.5% | +27.1% | +25.9% |
| YTD | +31.1% | +12.0% | +19.0% | +15.6% |
| 1Y | +32.9% | +12.9% | +20.1% | +16.3% |
| 3Y | +65.0% | +74.9% | -10.0% | -8.9% |
| 5Y | -8.6% | +59.9% | -68.5% | -44.4% |
| 10Y | +146.0% | +224.6% | -78.6% | -28.2% |
| All | +146.0% | +224.4% | -78.4% | -28.2% |
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