+35.0%
PALL vs VT
+222.7%
-187.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -4.4% | +2.9% | -7.3% | -6.4% |
| 30D | -11.6% | -2.5% | -9.1% | -10.0% |
| 3M | -27.5% | -3.3% | -24.2% | -25.6% |
| 6M | -33.8% | +1.5% | -35.3% | -34.2% |
| YTD | -38.0% | +11.4% | -49.4% | -41.9% |
| 1Y | -32.9% | +11.9% | -44.8% | -37.3% |
| 3Y | +0.9% | +73.9% | -73.0% | -30.2% |
| 5Y | -54.3% | +57.9% | -112.2% | -66.7% |
| All | +35.0% | +222.7% | -187.7% | -36.7% |
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