-82.2%
PETS vs VT
+345.0%
-427.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.6% |
| 7D | +5.1% | -4.2% | +9.3% | +7.9% |
| 30D | -5.3% | -5.8% | +0.5% | -1.7% |
| 3M | -37.1% | -5.2% | -31.8% | -34.9% |
| 6M | -47.7% | +0.1% | -47.8% | -47.7% |
| YTD | -61.3% | +8.2% | -69.5% | -63.1% |
| 1Y | -50.6% | +10.1% | -60.7% | -53.2% |
| 3Y | -82.8% | +69.7% | -152.5% | -87.4% |
| 5Y | -95.5% | +53.4% | -148.8% | -96.5% |
| 10Y | -91.4% | +219.2% | -310.6% | -95.7% |
| All | -82.2% | +345.0% | -427.1% | -92.0% |
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 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