+106.8%
PPTA vs VT
+73.1%
+33.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +8.6% |
| 7D | -7.3% | -4.2% | -3.1% | -1.3% |
| 30D | -18.8% | -5.8% | -13.0% | -10.9% |
| 3M | -27.0% | -5.2% | -21.7% | -20.2% |
| 6M | -38.8% | +0.1% | -38.9% | -36.9% |
| YTD | -30.8% | +8.2% | -39.0% | -34.7% |
| 1Y | -21.8% | +10.1% | -31.9% | -27.6% |
| 3Y | +370.5% | +69.7% | +300.8% | +160.0% |
| 5Y | +252.6% | +53.4% | +199.3% | +120.1% |
| All | +106.8% | +73.1% | +33.7% | +7.0% |
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