+133.1%
PPH vs VT
+222.7%
-89.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +4.0% | +1.0% | +3.0% | +3.2% |
| 3M | +9.4% | +2.4% | +7.0% | +7.2% |
| 6M | +6.4% | +12.0% | -5.6% | -2.2% |
| YTD | +12.2% | +15.3% | -3.1% | +1.0% |
| 1Y | +31.0% | +22.6% | +8.5% | +12.9% |
| 3Y | +47.5% | +74.7% | -27.1% | -2.6% |
| 5Y | +63.9% | +66.1% | -2.2% | +11.4% |
| All | +133.1% | +222.7% | -89.7% | -9.3% |
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