+15.3%
PANL vs VT
+254.9%
-239.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +5.3% |
| 7D | +7.4% | +0.4% | +7.0% | +7.1% |
| 30D | -2.4% | -2.6% | +0.2% | -0.4% |
| 3M | +10.8% | -3.2% | +14.0% | +13.6% |
| 6M | +5.6% | +0.9% | +4.6% | +4.4% |
| YTD | +20.9% | +11.3% | +9.6% | +11.3% |
| 1Y | +44.0% | +14.0% | +30.0% | +30.1% |
| 3Y | +47.5% | +75.8% | -28.3% | -1.6% |
| 5Y | +133.6% | +57.8% | +75.8% | +66.9% |
| 10Y | +335.1% | +219.8% | +115.3% | +110.4% |
| All | +15.3% | +254.9% | -239.5% | -44.6% |
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