-19.3%
PCM price history and return analytics
+75.0%
-94.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | -5.8% | +1.0% | -6.7% | -6.0% |
| 3M | -3.1% | +2.4% | -5.5% | -3.7% |
| 6M | -5.5% | +12.0% | -17.5% | -8.2% |
| YTD | -5.1% | +15.3% | -20.4% | -8.4% |
| 1Y | -5.1% | +22.6% | -27.6% | -9.8% |
| All | -19.3% | +75.0% | -94.3% | -37.8% |
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