+251.2%
PSCT vs VT
+214.8%
+36.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -1.5% |
| 7D | -10.6% | -4.2% | -6.4% | -5.3% |
| 30D | -13.9% | -5.8% | -8.1% | -6.5% |
| 3M | -12.3% | -5.2% | -7.0% | -5.4% |
| 6M | -6.5% | +0.1% | -6.7% | -5.5% |
| YTD | +27.7% | +8.2% | +19.5% | +17.2% |
| 1Y | +22.9% | +10.1% | +12.8% | +10.6% |
| 3Y | +74.3% | +69.7% | +4.6% | -6.0% |
| 5Y | +40.0% | +53.4% | -13.3% | -13.6% |
| All | +251.2% | +214.8% | +36.4% | -5.5% |
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