-98.3%
PWCM vs VT
+12.0%
-110.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.9% | -11.1% |
| 7D | -16.5% | -0.1% | -16.3% | -14.9% |
| 30D | -44.7% | -3.1% | -41.7% | -38.8% |
| 3M | -69.1% | -3.5% | -65.6% | -65.1% |
| 6M | -91.9% | +0.5% | -92.4% | -91.7% |
| YTD | -95.7% | +10.8% | -106.5% | -96.5% |
| All | -98.3% | +12.0% | -110.3% | -98.6% |
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