-95.6%
PWCM vs VT
+23.4%
-119.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +9.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.7% |
| 30D | -24.2% | +0.8% | -25.1% | -25.5% |
| 3M | -79.1% | +2.8% | -81.9% | -80.3% |
| 6M | -86.8% | +13.0% | -99.8% | -90.3% |
| YTD | -88.7% | +15.4% | -104.1% | -92.2% |
| All | -95.6% | +23.4% | -119.0% | -97.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling