+73.2%
PJUN vs VT
+161.7%
-88.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | -0.2% | -0.2% | +0.1% | -0.1% |
| 3M | +2.6% | +4.5% | -2.0% | +0.4% |
| 6M | +5.0% | +14.1% | -9.1% | -1.5% |
| YTD | +5.1% | +14.8% | -9.7% | -1.8% |
| 1Y | +8.0% | +21.2% | -13.2% | -1.7% |
| 3Y | +38.1% | +76.6% | -38.5% | +4.8% |
| 5Y | +39.4% | +66.6% | -27.2% | +7.5% |
| All | +73.2% | +161.7% | -88.6% | +3.4% |
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 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