+134.4%
PIE vs VT
+223.7%
-89.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.4% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -16.8% | -2.6% | -14.2% | -14.3% |
| 3M | -9.4% | -3.2% | -6.1% | -6.0% |
| 6M | -6.7% | +0.9% | -7.6% | -6.5% |
| YTD | +25.6% | +11.3% | +14.3% | +15.1% |
| 1Y | +25.3% | +14.0% | +11.3% | +12.3% |
| 3Y | +69.6% | +75.8% | -6.3% | +1.5% |
| 5Y | +30.5% | +57.8% | -27.3% | -13.8% |
| 10Y | +134.4% | +219.8% | -85.4% | -26.7% |
| All | +134.4% | +223.7% | -89.3% | -26.7% |
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