+48.9%
PSTL vs VT
+53.4%
-4.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.8% | -2.3% | +5.1% | +4.0% |
| 30D | -0.6% | -5.0% | +4.3% | +2.0% |
| 3M | -1.5% | -4.9% | +3.3% | +1.0% |
| 6M | -2.3% | -1.5% | -0.8% | -1.8% |
| YTD | +42.2% | +8.5% | +33.7% | +35.6% |
| 1Y | +49.9% | +11.4% | +38.6% | +40.7% |
| 3Y | +89.9% | +70.1% | +19.9% | +36.8% |
| All | +48.9% | +53.4% | -4.5% | +12.2% |
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