+170.7%
PPH vs VT
+224.4%
-53.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -0.3% | -0.7% | +0.4% | +0.1% |
| 30D | +9.9% | -1.7% | +11.7% | +11.1% |
| 3M | +9.0% | -2.3% | +11.3% | +10.5% |
| 6M | +23.2% | +1.5% | +21.7% | +21.2% |
| YTD | +20.0% | +12.0% | +8.0% | +10.0% |
| 1Y | +26.5% | +12.9% | +13.6% | +15.3% |
| 3Y | +69.4% | +74.9% | -5.6% | +11.6% |
| 5Y | +75.7% | +59.9% | +15.8% | +22.7% |
| 10Y | +170.7% | +224.6% | -54.0% | +8.8% |
| All | +170.7% | +224.4% | -53.7% | +8.8% |
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