+325.5%
PSCM vs VT
+399.8%
-74.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.7% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | -4.6% | -1.4% | -3.2% | -3.2% |
| 3M | -7.6% | -1.4% | -6.2% | -6.3% |
| 6M | -12.6% | +5.5% | -18.0% | -17.2% |
| YTD | +11.1% | +12.8% | -1.7% | -1.8% |
| 1Y | +27.9% | +15.4% | +12.5% | +10.5% |
| 3Y | +52.9% | +76.9% | -23.9% | -12.8% |
| 5Y | +44.8% | +60.4% | -15.6% | -8.5% |
| 10Y | +166.9% | +232.8% | -65.9% | -12.6% |
| All | +325.5% | +399.8% | -74.3% | +1.8% |
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