+13.0%
PESI vs VT
+11.9%
+1.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -3.9% |
| 7D | +5.9% | +2.4% | +3.6% | +2.3% |
| 30D | +16.2% | -1.5% | +17.8% | +19.2% |
| 3M | -17.1% | -4.1% | -13.0% | -10.9% |
| 6M | +53.4% | +0.6% | +52.8% | +52.1% |
| YTD | +18.2% | +11.0% | +7.2% | -4.0% |
| 1Y | +13.0% | +13.3% | -0.4% | -13.3% |
| All | +13.0% | +11.9% | +1.1% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling