+85.5%
PPIH vs VT
+374.2%
-288.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | +10.0% | +1.0% | +9.0% | +9.6% |
| 3M | -13.1% | +2.4% | -15.5% | -13.8% |
| 6M | -10.0% | +12.0% | -22.1% | -13.9% |
| YTD | -6.5% | +15.3% | -21.9% | -11.5% |
| 1Y | -9.7% | +22.6% | -32.3% | -16.5% |
| 3Y | +231.9% | +74.7% | +157.3% | +170.9% |
| 5Y | +299.7% | +66.1% | +233.6% | +229.0% |
| 10Y | +278.9% | +225.0% | +53.9% | +132.5% |
| All | +85.5% | +374.2% | -288.7% | +1.4% |
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