-25.7%
PPSI vs VT
+275.9%
-301.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -4.0% |
| 7D | -16.0% | -4.2% | -11.9% | -13.0% |
| 30D | -29.9% | -5.8% | -24.1% | -26.3% |
| 3M | -27.0% | -5.2% | -21.8% | -23.6% |
| 6M | -47.6% | +0.1% | -47.8% | -46.9% |
| YTD | -53.0% | +8.2% | -61.2% | -54.7% |
| 1Y | -49.2% | +10.1% | -59.3% | -51.5% |
| 3Y | -50.8% | +69.7% | -120.4% | -64.3% |
| 5Y | -9.3% | +53.4% | -62.7% | -29.9% |
| 10Y | -18.6% | +219.2% | -237.8% | -49.1% |
| All | -25.7% | +275.9% | -301.6% | -54.0% |
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 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