+588.4%
PSCH vs VT
+379.4%
+209.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +0.1% |
| 7D | -1.2% | -4.2% | +2.9% | +3.0% |
| 30D | +8.3% | -5.8% | +14.1% | +14.8% |
| 3M | +2.9% | -5.2% | +8.2% | +8.4% |
| 6M | +23.6% | +0.1% | +23.5% | +22.8% |
| YTD | +26.6% | +8.2% | +18.4% | +16.6% |
| 1Y | +30.6% | +10.1% | +20.5% | +18.4% |
| 3Y | +53.3% | +69.7% | -16.4% | -8.3% |
| 5Y | -12.6% | +53.4% | -66.0% | -42.3% |
| 10Y | +161.6% | +219.2% | -57.6% | -10.8% |
| All | +588.4% | +379.4% | +209.0% | +68.1% |
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