-3.4%
PPSI vs VT
+300.6%
-304.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | +0.4% | +0.2% | +0.4% |
| 30D | -5.2% | +1.0% | -6.2% | -5.9% |
| 3M | -41.0% | +2.4% | -43.4% | -41.7% |
| 6M | -21.9% | +12.0% | -33.9% | -27.4% |
| YTD | -38.9% | +15.3% | -54.2% | -44.2% |
| 1Y | -21.3% | +22.6% | -43.8% | -30.9% |
| 3Y | -42.3% | +74.7% | -117.0% | -59.4% |
| 5Y | -1.3% | +66.1% | -67.4% | -28.1% |
| 10Y | -0.7% | +225.0% | -225.7% | -40.5% |
| All | -3.4% | +300.6% | -304.1% | -43.4% |
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