+185.6%
PAHC vs VT
+258.8%
-73.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +1.9% | +0.4% | +1.4% | +1.4% |
| 30D | +6.6% | +1.0% | +5.6% | +5.5% |
| 3M | +16.1% | +2.4% | +13.8% | +13.2% |
| 6M | -25.7% | +12.0% | -37.7% | -33.4% |
| YTD | +3.4% | +15.3% | -12.0% | -10.1% |
| 1Y | -0.9% | +22.6% | -23.5% | -18.8% |
| 3Y | +183.4% | +74.7% | +108.8% | +69.0% |
| 5Y | +82.7% | +66.1% | +16.5% | +13.3% |
| 10Y | +81.7% | +225.0% | -143.3% | -38.1% |
| All | +185.6% | +258.8% | -73.1% | +5.5% |
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