+64.3%
PSCH vs VT
+74.1%
-9.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -0.1% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | +9.2% | -2.6% | +11.8% | +12.1% |
| 3M | +3.9% | -3.2% | +7.1% | +7.3% |
| 6M | +25.6% | +0.9% | +24.7% | +23.7% |
| YTD | +29.7% | +11.3% | +18.4% | +14.6% |
| 1Y | +36.2% | +14.0% | +22.2% | +17.2% |
| 3Y | +64.3% | +75.8% | -11.6% | -23.1% |
| All | +64.3% | +74.1% | -9.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling