+360.4%
PSCM vs VT
+410.9%
-50.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | -1.2% | +1.0% | -2.2% | -2.2% |
| 3M | -3.9% | +2.4% | -6.3% | -6.2% |
| 6M | +3.4% | +12.0% | -8.6% | -8.0% |
| YTD | +20.2% | +15.3% | +4.9% | +3.9% |
| 1Y | +33.5% | +22.6% | +10.9% | +8.6% |
| 3Y | +49.0% | +74.7% | -25.6% | -13.9% |
| 5Y | +58.7% | +66.1% | -7.4% | -3.2% |
| 10Y | +181.8% | +225.0% | -43.2% | -6.1% |
| All | +360.4% | +410.9% | -50.5% | +7.8% |
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