+44.4%
PALL vs VT
+223.7%
-179.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.6% |
| 7D | +7.7% | +0.4% | +7.4% | +7.3% |
| 30D | -9.4% | -2.6% | -6.8% | -7.7% |
| 3M | -24.9% | -3.2% | -21.7% | -23.0% |
| 6M | -30.2% | +0.9% | -31.1% | -30.4% |
| YTD | -35.3% | +11.3% | -46.6% | -39.3% |
| 1Y | -25.6% | +14.0% | -39.6% | -31.3% |
| 3Y | +2.2% | +75.8% | -73.6% | -29.8% |
| 5Y | -50.0% | +57.8% | -107.8% | -63.5% |
| 10Y | +44.4% | +219.8% | -175.4% | -31.9% |
| All | +44.4% | +223.7% | -179.3% | -31.9% |
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