+308.6%
PPA vs VT
+221.8%
+86.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +3.6% | +2.4% | +1.3% | +1.3% |
| 30D | +3.6% | -1.5% | +5.1% | +5.0% |
| 3M | -13.1% | -4.1% | -9.0% | -9.6% |
| 6M | -6.0% | +0.6% | -6.6% | -6.6% |
| YTD | +1.7% | +11.0% | -9.3% | -8.2% |
| 1Y | +5.9% | +13.3% | -7.5% | -6.3% |
| 3Y | +88.9% | +73.4% | +15.6% | +10.1% |
| 5Y | +121.3% | +57.4% | +63.9% | +41.1% |
| All | +308.6% | +221.8% | +86.8% | +33.7% |
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