-61.5%
PPSI vs VT
+59.8%
-121.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +0.5% |
| 7D | -5.4% | -0.7% | -4.7% | -4.4% |
| 30D | -23.1% | -1.7% | -21.3% | -20.8% |
| 3M | -23.1% | -2.3% | -20.7% | -20.1% |
| 6M | -47.5% | +1.5% | -49.0% | -47.8% |
| YTD | -52.0% | +12.0% | -64.1% | -58.1% |
| 1Y | -46.8% | +12.9% | -59.7% | -53.9% |
| 3Y | -52.0% | +74.9% | -126.9% | -76.7% |
| 5Y | -61.5% | +59.9% | -121.5% | -71.7% |
| All | -61.5% | +59.8% | -121.3% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling