+884.0%
PJP vs VT
+374.2%
+509.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +0.4% | +1.0% | +1.2% |
| 30D | +3.5% | +1.0% | +2.5% | +2.8% |
| 3M | +17.3% | +2.4% | +14.9% | +15.1% |
| 6M | +20.5% | +12.0% | +8.5% | +11.1% |
| YTD | +24.2% | +15.3% | +8.9% | +12.1% |
| 1Y | +41.4% | +22.6% | +18.8% | +22.2% |
| 3Y | +70.1% | +74.7% | -4.6% | +14.5% |
| 5Y | +64.7% | +66.1% | -1.5% | +13.5% |
| 10Y | +122.3% | +225.0% | -102.7% | -3.3% |
| All | +884.0% | +374.2% | +509.8% | +214.8% |
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