+65.1%
PJP vs VT
+53.4%
+11.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -2.9% | -2.3% | -0.6% | -1.5% |
| 30D | +4.3% | -5.0% | +9.3% | +7.5% |
| 3M | +2.3% | -4.9% | +7.2% | +5.4% |
| 6M | +18.0% | -1.5% | +19.5% | +18.6% |
| YTD | +22.2% | +8.5% | +13.8% | +15.5% |
| 1Y | +31.6% | +11.4% | +20.2% | +22.2% |
| 3Y | +84.4% | +70.1% | +14.3% | +30.8% |
| All | +65.1% | +53.4% | +11.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling