+19.3%
PESI vs VT
-0.9%
+20.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.1% |
| 7D | +12.9% | -2.3% | +15.2% | +15.6% |
| 30D | -6.8% | -5.0% | -1.9% | +0.1% |
| 3M | -21.1% | -4.9% | -16.2% | -14.9% |
| 6M | +19.3% | -1.5% | +20.8% | +22.0% |
| All | +19.3% | -0.9% | +20.2% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling