-97.0%
PN vs VT
+31.3%
-128.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +0.6% |
| 7D | +3.9% | -4.2% | +8.1% | +6.9% |
| 30D | -2.5% | -5.8% | +3.3% | +1.5% |
| 3M | -65.5% | -5.2% | -60.2% | -64.5% |
| 6M | -65.4% | +0.1% | -65.5% | -66.3% |
| YTD | -83.6% | +8.2% | -91.8% | -84.4% |
| 1Y | -80.8% | +10.1% | -90.9% | -82.0% |
| All | -97.0% | +31.3% | -128.3% | -97.6% |
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