-21.3%
PPSI vs VT
+23.3%
-44.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | +0.7% | +0.4% | +0.2% | -0.4% |
| 30D | -5.2% | +1.0% | -6.2% | -7.4% |
| 3M | -41.0% | +2.4% | -43.4% | -43.5% |
| 6M | -21.9% | +12.0% | -33.9% | -37.8% |
| YTD | -38.9% | +15.3% | -54.2% | -54.5% |
| 1Y | -21.3% | +22.6% | -43.8% | -51.8% |
| All | -21.3% | +23.3% | -44.6% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling