+52.8%
PAHC vs VT
+215.5%
-162.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.1% |
| 7D | -15.2% | -2.3% | -12.9% | -12.9% |
| 30D | -12.6% | -5.0% | -7.7% | -7.9% |
| 3M | -6.9% | -4.9% | -2.0% | -2.1% |
| 6M | -43.2% | -1.5% | -41.7% | -42.5% |
| YTD | -10.9% | +8.5% | -19.4% | -18.0% |
| 1Y | -22.5% | +11.4% | -33.8% | -30.5% |
| 3Y | +187.4% | +70.1% | +117.3% | +72.6% |
| 5Y | +66.9% | +53.7% | +13.2% | +10.1% |
| All | +52.8% | +215.5% | -162.7% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling