+313.0%
PAR vs VT
+217.6%
+95.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.0% |
| 7D | +23.0% | -0.1% | +23.1% | +23.0% |
| 30D | +43.8% | -3.1% | +46.8% | +50.4% |
| 3M | +22.5% | -3.5% | +26.0% | +29.0% |
| 6M | +54.9% | +0.5% | +54.4% | +51.6% |
| YTD | -38.5% | +10.8% | -49.3% | -48.9% |
| 1Y | -42.4% | +11.9% | -54.3% | -52.8% |
| 3Y | -35.4% | +73.0% | -108.4% | -73.6% |
| 5Y | -67.1% | +58.6% | -125.7% | -83.6% |
| 10Y | +313.0% | +219.2% | +93.8% | +22.2% |
| All | +313.0% | +217.6% | +95.3% | +22.2% |
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 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