-100.0%
PWCM vs VT
+247.4%
-347.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +3.5% | +0.4% | +3.1% | +3.1% |
| 30D | -23.9% | +1.0% | -24.8% | -24.6% |
| 3M | -79.9% | +2.4% | -82.3% | -80.3% |
| 6M | -89.0% | +12.0% | -101.0% | -90.3% |
| YTD | -89.4% | +15.3% | -104.7% | -90.9% |
| 1Y | -95.9% | +22.6% | -118.4% | -96.7% |
| 3Y | -98.6% | +74.7% | -173.3% | -99.2% |
| 5Y | -99.8% | +66.1% | -166.0% | -99.9% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +247.4% | -347.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling