+153.7%
PIE vs VT
+221.8%
-68.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +6.3% | +2.4% | +4.0% | +4.1% |
| 30D | -13.9% | -1.5% | -12.4% | -12.3% |
| 3M | -10.3% | -4.1% | -6.1% | -6.1% |
| 6M | -5.1% | +0.6% | -5.7% | -4.5% |
| YTD | +27.3% | +11.0% | +16.3% | +17.1% |
| 1Y | +24.9% | +13.3% | +11.5% | +12.6% |
| 3Y | +72.6% | +73.4% | -0.7% | +4.9% |
| 5Y | +31.6% | +57.4% | -25.9% | -12.8% |
| All | +153.7% | +221.8% | -68.1% | -18.4% |
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