-15.1%
PPSI vs VT
+217.6%
-232.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -9.8% | -0.1% | -9.6% | -9.6% |
| 30D | -27.8% | -3.1% | -24.7% | -25.5% |
| 3M | -23.2% | -3.5% | -19.7% | -20.4% |
| 6M | -47.0% | +0.5% | -47.5% | -46.5% |
| YTD | -53.1% | +10.8% | -63.8% | -56.1% |
| 1Y | -49.0% | +11.9% | -60.9% | -52.6% |
| 3Y | -53.0% | +73.0% | -126.0% | -68.4% |
| 5Y | -56.7% | +58.6% | -115.3% | -68.9% |
| 10Y | -15.1% | +219.2% | -234.3% | -45.0% |
| All | -15.1% | +217.6% | -232.8% | -45.0% |
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