-74.0%
PETS vs VT
+374.2%
-448.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -3.7% | +0.4% | -4.2% | -4.0% |
| 30D | -8.1% | +1.0% | -9.1% | -8.7% |
| 3M | -0.5% | +2.4% | -2.9% | -2.0% |
| 6M | -33.9% | +12.0% | -45.9% | -38.5% |
| YTD | -43.4% | +15.3% | -58.8% | -48.3% |
| 1Y | -40.5% | +22.6% | -63.0% | -47.4% |
| 3Y | -84.3% | +74.7% | -159.0% | -88.8% |
| 5Y | -92.7% | +66.1% | -158.8% | -94.6% |
| 10Y | -88.0% | +225.0% | -313.0% | -94.0% |
| All | -74.0% | +374.2% | -448.2% | -88.8% |
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