+421.2%
PANL vs VT
+222.7%
+198.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.5% |
| 7D | +28.4% | +2.9% | +25.5% | +25.4% |
| 30D | +11.6% | -2.5% | +14.1% | +13.9% |
| 3M | +31.6% | -3.3% | +34.9% | +35.2% |
| 6M | +11.6% | +1.5% | +10.1% | +9.7% |
| YTD | +40.9% | +11.4% | +29.5% | +28.6% |
| 1Y | +51.4% | +11.9% | +39.5% | +37.4% |
| 3Y | +70.5% | +73.9% | -3.4% | +10.4% |
| 5Y | +179.6% | +57.9% | +121.7% | +93.8% |
| All | +421.2% | +222.7% | +198.5% | +63.3% |
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