+21.4%
PANL vs VT
+267.7%
-246.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | +7.4% | +0.4% | +7.0% | +7.0% |
| 30D | +19.6% | +1.0% | +18.6% | +18.7% |
| 3M | +19.1% | +2.4% | +16.7% | +16.6% |
| 6M | -5.3% | +12.0% | -17.3% | -13.4% |
| YTD | +27.3% | +15.3% | +12.0% | +14.0% |
| 1Y | +68.1% | +22.6% | +45.5% | +44.0% |
| 3Y | +71.5% | +74.7% | -3.1% | +14.6% |
| 5Y | +109.6% | +66.1% | +43.5% | +44.4% |
| 10Y | +363.6% | +225.0% | +138.6% | +119.8% |
| All | +21.4% | +267.7% | -246.3% | -43.2% |
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