-23.9%
PCM price history and return analytics
+53.4%
-77.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.9% |
| 30D | +1.9% | -5.0% | +6.9% | +3.8% |
| 3M | -8.4% | -4.9% | -3.5% | -6.7% |
| 6M | -10.2% | -1.5% | -8.6% | -9.8% |
| YTD | -8.7% | +8.5% | -17.1% | -11.7% |
| 1Y | -8.1% | +11.4% | -19.5% | -12.1% |
| 3Y | -9.1% | +70.1% | -79.2% | -28.9% |
| All | -23.9% | +53.4% | -77.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling