-71.1%
PPSI vs VT
+53.4%
-124.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.7% |
| 7D | -10.6% | -2.3% | -8.3% | -7.3% |
| 30D | -25.8% | -5.0% | -20.9% | -19.5% |
| 3M | -24.8% | -4.9% | -20.0% | -18.6% |
| 6M | -47.7% | -1.5% | -46.2% | -45.4% |
| YTD | -52.0% | +8.5% | -60.5% | -56.0% |
| 1Y | -41.9% | +11.4% | -53.3% | -48.5% |
| 3Y | -50.6% | +70.1% | -120.7% | -75.3% |
| All | -71.1% | +53.4% | -124.5% | -76.3% |
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