+266.3%
PPTA vs VT
+59.8%
+206.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -3.8% |
| 7D | +15.8% | -0.7% | +16.5% | +16.8% |
| 30D | -6.4% | -1.7% | -4.7% | -3.6% |
| 3M | -25.5% | -2.3% | -23.2% | -22.2% |
| 6M | -39.9% | +1.5% | -41.5% | -39.6% |
| YTD | -21.8% | +12.0% | -33.8% | -29.8% |
| 1Y | -17.4% | +12.9% | -30.3% | -26.4% |
| 3Y | +473.9% | +74.9% | +399.0% | +205.1% |
| 5Y | +266.3% | +59.9% | +206.4% | +120.2% |
| All | +266.3% | +59.8% | +206.6% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling