+151.7%
PAR vs VT
+345.0%
-193.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +4.7% |
| 7D | +7.8% | -4.2% | +11.9% | +11.9% |
| 30D | +32.3% | -5.8% | +38.1% | +39.5% |
| 3M | +8.9% | -5.2% | +14.1% | +14.3% |
| 6M | +39.3% | +0.1% | +39.2% | +38.1% |
| YTD | -47.1% | +8.2% | -55.4% | -51.2% |
| 1Y | -43.5% | +10.1% | -53.6% | -48.6% |
| 3Y | -41.4% | +69.7% | -111.1% | -63.3% |
| 5Y | -71.4% | +53.4% | -124.7% | -79.6% |
| 10Y | +259.8% | +219.2% | +40.6% | +68.4% |
| All | +151.7% | +345.0% | -193.3% | -7.9% |
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