+138.6%
PPTA vs VT
+77.2%
+61.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.2% | -7.9% |
| 7D | +20.3% | -0.1% | +20.5% | +20.3% |
| 30D | -6.3% | -3.1% | -3.3% | -1.4% |
| 3M | -22.3% | -3.5% | -18.8% | -17.3% |
| 6M | -35.5% | +0.5% | -35.9% | -34.0% |
| YTD | -20.2% | +10.8% | -30.9% | -27.0% |
| 1Y | -15.7% | +11.9% | -27.6% | -23.8% |
| 3Y | +485.8% | +73.0% | +412.8% | +214.8% |
| 5Y | +291.3% | +58.6% | +232.7% | +133.2% |
| All | +138.6% | +77.2% | +61.5% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling