+193.1%
PALL vs VT
+423.1%
-230.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +2.0% | +1.0% | +1.0% | +1.3% |
| 3M | +6.0% | +2.4% | +3.7% | +4.5% |
| 6M | -16.5% | +12.0% | -28.5% | -22.7% |
| YTD | -13.0% | +15.3% | -28.3% | -20.8% |
| 1Y | +23.4% | +22.6% | +0.8% | +7.5% |
| 3Y | +12.4% | +74.7% | -62.3% | -24.8% |
| 5Y | -44.2% | +66.1% | -110.3% | -61.6% |
| 10Y | +95.1% | +225.0% | -129.9% | -20.8% |
| All | +193.1% | +423.1% | -230.0% | -20.2% |
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 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