+111.8%
PIE vs VT
+374.2%
-262.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +6.7% | +1.0% | +5.7% | +5.7% |
| 3M | +4.6% | +2.4% | +2.2% | +2.9% |
| 6M | +28.4% | +12.0% | +16.4% | +16.4% |
| YTD | +45.7% | +15.3% | +30.4% | +28.6% |
| 1Y | +48.2% | +22.6% | +25.6% | +23.7% |
| 3Y | +91.1% | +74.7% | +16.4% | +14.1% |
| 5Y | +49.6% | +66.1% | -16.6% | -7.1% |
| 10Y | +157.3% | +225.0% | -67.7% | -15.1% |
| All | +111.8% | +374.2% | -262.4% | -47.4% |
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 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