+555.2%
PI vs VT
+231.8%
+323.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -5.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | -2.6% | -1.4% | -1.2% | -0.1% |
| 3M | +7.6% | -1.4% | +9.0% | +10.4% |
| 6M | +25.9% | +5.5% | +20.5% | +16.5% |
| YTD | +3.6% | +12.8% | -9.2% | -14.9% |
| 1Y | +2.7% | +15.4% | -12.7% | -19.0% |
| 3Y | +162.4% | +76.9% | +85.5% | +6.4% |
| 5Y | +130.0% | +60.4% | +69.6% | +16.1% |
| 10Y | +555.2% | +232.8% | +322.4% | -7.4% |
| All | +555.2% | +231.8% | +323.3% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling