+42.3%
PJAN vs VT
+74.0%
-31.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.6% | +2.4% | -0.7% | +0.6% |
| 30D | -0.2% | -1.5% | +1.3% | +0.5% |
| 3M | +0.8% | -4.1% | +4.9% | +2.7% |
| 6M | +3.9% | +0.6% | +3.4% | +3.4% |
| YTD | +8.3% | +11.0% | -2.7% | +2.7% |
| 1Y | +10.5% | +13.3% | -2.9% | +3.6% |
| 3Y | +42.3% | +73.4% | -31.1% | +9.2% |
| All | +42.3% | +74.0% | -31.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling