+161.2%
PPTA vs VT
+78.0%
+83.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +4.4% |
| 7D | +31.0% | +0.4% | +30.7% | +29.9% |
| 30D | +2.5% | -2.6% | +5.1% | +7.1% |
| 3M | -14.4% | -3.2% | -11.2% | -9.3% |
| 6M | -29.3% | +0.9% | -30.3% | -28.3% |
| YTD | -12.6% | +11.3% | -23.9% | -20.8% |
| 1Y | -5.0% | +14.0% | -19.0% | -16.3% |
| 3Y | +541.2% | +75.8% | +465.4% | +237.3% |
| 5Y | +334.5% | +57.8% | +276.7% | +160.3% |
| All | +161.2% | +78.0% | +83.2% | +29.8% |
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