+570.9%
PSCH vs VT
+410.9%
+160.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.0% |
| 6M | +26.1% | +12.0% | +14.1% | +12.5% |
| YTD | +23.4% | +15.3% | +8.0% | +6.9% |
| 1Y | +31.3% | +22.6% | +8.7% | +7.2% |
| 3Y | +31.5% | +74.7% | -43.1% | -23.5% |
| 5Y | -15.3% | +66.1% | -81.4% | -48.2% |
| 10Y | +120.5% | +225.0% | -104.5% | -26.4% |
| All | +570.9% | +410.9% | +160.0% | +54.1% |
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 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