-50.3%
PALL vs VT
+53.2%
-103.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.2% | +6.4% |
| 7D | +3.5% | -4.2% | +7.6% | +6.8% |
| 30D | -11.3% | -5.8% | -5.5% | -7.1% |
| 3M | -24.1% | -5.2% | -18.8% | -20.7% |
| 6M | -30.3% | +0.1% | -30.5% | -29.9% |
| YTD | -35.2% | +8.2% | -43.4% | -37.8% |
| 1Y | -27.3% | +10.1% | -37.4% | -31.0% |
| 3Y | -8.7% | +69.7% | -78.4% | -34.0% |
| 5Y | -50.3% | +53.4% | -103.6% | -63.2% |
| All | -50.3% | +53.2% | -103.4% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling