+127.3%
PAI vs VT
+345.0%
-217.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.8% |
| 7D | +0.5% | -4.2% | +4.7% | +1.5% |
| 30D | +1.8% | -5.8% | +7.6% | +3.1% |
| 3M | -2.3% | -5.2% | +3.0% | -1.1% |
| 6M | -2.8% | +0.1% | -2.9% | -2.9% |
| YTD | -4.1% | +8.2% | -12.3% | -6.0% |
| 1Y | -2.7% | +10.1% | -12.8% | -5.1% |
| 3Y | +21.1% | +69.7% | -48.5% | +6.8% |
| 5Y | -5.6% | +53.4% | -58.9% | -15.3% |
| 10Y | +25.6% | +219.2% | -193.6% | -5.5% |
| All | +127.3% | +345.0% | -217.7% | +70.4% |
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