+194.5%
PAHC vs VT
+251.0%
-56.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.1% |
| 7D | +4.1% | -0.3% | +4.4% | +4.4% |
| 30D | +6.0% | -1.4% | +7.5% | +7.4% |
| 3M | +8.1% | -1.4% | +9.5% | +9.3% |
| 6M | -27.4% | +5.5% | -32.8% | -31.3% |
| YTD | +6.6% | +12.8% | -6.3% | -5.5% |
| 1Y | -5.2% | +15.4% | -20.6% | -17.8% |
| 3Y | +240.7% | +76.9% | +163.8% | +100.7% |
| 5Y | +104.4% | +60.4% | +44.0% | +31.0% |
| 10Y | +84.9% | +232.8% | -147.9% | -38.0% |
| All | +194.5% | +251.0% | -56.5% | +10.8% |
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 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