+281.8%
PPIH vs VT
+222.7%
+59.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.8% |
| 7D | +8.4% | -0.1% | +8.5% | +8.4% |
| 30D | +13.9% | -0.7% | +14.5% | +14.2% |
| 3M | +16.9% | +4.0% | +12.9% | +15.1% |
| 6M | +0.2% | +12.3% | -12.1% | -4.4% |
| YTD | -2.7% | +14.0% | -16.7% | -7.4% |
| 1Y | -4.4% | +20.3% | -24.7% | -10.8% |
| 3Y | +253.9% | +75.4% | +178.5% | +199.1% |
| 5Y | +299.3% | +66.0% | +233.4% | +240.0% |
| 10Y | +281.8% | +228.2% | +53.6% | +187.2% |
| All | +281.8% | +222.7% | +59.1% | +187.2% |
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