+34.1%
PESI vs VT
+374.2%
-340.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +5.9% | +1.0% | +4.9% | +5.4% |
| 3M | +82.6% | +2.4% | +80.2% | +80.7% |
| 6M | +33.1% | +12.0% | +21.1% | +25.5% |
| YTD | +48.5% | +15.3% | +33.2% | +38.2% |
| 1Y | +55.3% | +22.6% | +32.7% | +40.0% |
| 3Y | +49.4% | +74.7% | -25.3% | +13.7% |
| 5Y | +200.6% | +66.1% | +134.5% | +131.9% |
| 10Y | +241.9% | +225.0% | +16.9% | +90.9% |
| All | +34.1% | +374.2% | -340.1% | -46.5% |
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