+159.4%
PAR vs VT
+374.2%
-214.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +3.2% | +0.4% | +2.8% | +2.8% |
| 30D | +12.2% | +1.0% | +11.2% | +11.2% |
| 3M | +36.3% | +2.4% | +33.9% | +33.0% |
| 6M | +5.9% | +12.0% | -6.1% | -5.5% |
| YTD | -45.5% | +15.3% | -60.8% | -52.5% |
| 1Y | -58.9% | +22.6% | -81.5% | -66.2% |
| 3Y | -56.3% | +74.7% | -130.9% | -73.2% |
| 5Y | -72.2% | +66.1% | -138.4% | -81.5% |
| 10Y | +279.5% | +225.0% | +54.5% | +71.7% |
| All | +159.4% | +374.2% | -214.7% | -10.4% |
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