-24.2%
PPSI vs VT
+276.8%
-301.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | -10.6% | -2.3% | -8.3% | -8.8% |
| 30D | -25.8% | -5.0% | -20.9% | -22.5% |
| 3M | -24.8% | -4.9% | -20.0% | -21.5% |
| 6M | -47.7% | -1.5% | -46.2% | -46.3% |
| YTD | -52.0% | +8.5% | -60.5% | -53.9% |
| 1Y | -41.9% | +11.4% | -53.3% | -45.1% |
| 3Y | -50.6% | +70.1% | -120.7% | -64.2% |
| 5Y | -7.5% | +53.7% | -61.2% | -28.6% |
| 10Y | -16.9% | +220.0% | -236.9% | -48.2% |
| All | -24.2% | +276.8% | -301.0% | -53.2% |
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