+393.1%
PANL vs VT
+222.7%
+170.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +14.6% | -0.7% | +15.3% | +15.3% |
| 3M | +15.0% | +4.0% | +11.0% | +11.0% |
| 6M | +2.7% | +12.3% | -9.6% | -7.1% |
| YTD | +23.6% | +14.0% | +9.6% | +10.8% |
| 1Y | +54.9% | +20.3% | +34.6% | +33.1% |
| 3Y | +78.6% | +75.4% | +3.2% | +15.1% |
| 5Y | +99.7% | +66.0% | +33.7% | +33.8% |
| 10Y | +393.1% | +228.2% | +164.9% | +103.8% |
| All | +393.1% | +222.7% | +170.4% | +103.8% |
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