+173.4%
PPH vs VT
+221.8%
-48.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +3.2% | +2.4% | +0.9% | +1.6% |
| 30D | +9.4% | -1.5% | +10.9% | +10.4% |
| 3M | +10.3% | -4.1% | +14.5% | +13.3% |
| 6M | +21.2% | +0.6% | +20.6% | +20.0% |
| YTD | +20.9% | +11.0% | +9.9% | +11.5% |
| 1Y | +25.9% | +13.3% | +12.5% | +14.4% |
| 3Y | +70.5% | +73.4% | -2.9% | +13.0% |
| 5Y | +77.8% | +57.4% | +20.3% | +25.6% |
| All | +173.4% | +221.8% | -48.4% | +10.0% |
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