-99.2%
PWCM vs VT
+69.4%
-168.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.8% | -4.1% | -13.8% | -7.3% |
| 7D | -30.8% | -4.2% | -26.6% | -21.8% |
| 30D | -56.1% | -5.8% | -50.3% | -47.9% |
| 3M | -70.0% | -5.2% | -64.8% | -64.7% |
| 6M | -92.5% | +0.1% | -92.6% | -92.3% |
| YTD | -95.8% | +8.2% | -104.0% | -96.4% |
| 1Y | -98.3% | +10.1% | -108.5% | -98.6% |
| All | -99.2% | +69.4% | -168.6% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling