+278.8%
PSCT vs VT
+224.5%
+54.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.7% | +0.4% | +1.2% | +1.1% |
| 30D | -5.0% | +1.0% | -6.0% | -6.1% |
| 3M | -10.6% | +2.4% | -13.0% | -12.7% |
| 6M | +25.1% | +12.0% | +13.1% | +9.1% |
| YTD | +38.3% | +15.3% | +23.0% | +16.4% |
| 1Y | +60.5% | +22.6% | +37.9% | +25.8% |
| 3Y | +63.5% | +74.7% | -11.2% | -15.5% |
| 5Y | +57.9% | +66.1% | -8.2% | -12.3% |
| All | +278.8% | +224.5% | +54.3% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling