+588.1%
PSCH vs VT
+380.5%
+207.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +2.5% |
| 30D | +8.3% | -5.0% | +13.2% | +13.7% |
| 3M | +3.2% | -4.9% | +8.1% | +8.3% |
| 6M | +22.3% | -1.5% | +23.8% | +23.6% |
| YTD | +26.5% | +8.5% | +18.0% | +16.3% |
| 1Y | +33.0% | +11.4% | +21.7% | +19.2% |
| 3Y | +56.1% | +70.1% | -14.0% | -6.8% |
| 5Y | -12.7% | +53.7% | -66.4% | -42.5% |
| 10Y | +161.5% | +220.0% | -58.5% | -11.0% |
| All | +588.1% | +380.5% | +207.6% | +67.7% |
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