+874.0%
PPA vs VT
+345.0%
+529.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | 0.0% | -0.5% |
| 7D | -6.9% | -4.2% | -2.8% | -3.5% |
| 30D | -3.4% | -5.8% | +2.4% | +1.6% |
| 3M | -17.5% | -5.2% | -12.3% | -13.7% |
| 6M | -7.7% | +0.1% | -7.8% | -7.8% |
| YTD | -3.3% | +8.2% | -11.5% | -9.7% |
| 1Y | -1.6% | +10.1% | -11.7% | -9.5% |
| 3Y | +82.7% | +69.7% | +13.1% | +16.0% |
| 5Y | +106.1% | +53.4% | +52.7% | +41.5% |
| 10Y | +331.7% | +219.2% | +112.5% | +63.4% |
| All | +874.0% | +345.0% | +529.0% | +176.9% |
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