+102.6%
PJAN vs VT
+187.9%
-85.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | +0.3% | -0.2% | +0.6% | +0.4% |
| 3M | +2.8% | +4.5% | -1.7% | +0.4% |
| 6M | +8.2% | +14.1% | -5.9% | +0.7% |
| YTD | +7.6% | +14.8% | -7.2% | -0.2% |
| 1Y | +11.6% | +21.2% | -9.6% | +0.5% |
| 3Y | +42.4% | +76.6% | -34.2% | +4.4% |
| 5Y | +54.1% | +66.6% | -12.5% | +15.1% |
| All | +102.6% | +187.9% | -85.3% | +10.7% |
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