+0.9%
PTA vs VT
+58.5%
-57.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -0.4% | +2.9% | -3.2% | -1.7% |
| 30D | 0.0% | -2.5% | +2.5% | +1.2% |
| 3M | -9.3% | -3.3% | -6.0% | -7.9% |
| 6M | -10.8% | +1.5% | -12.3% | -11.6% |
| YTD | -6.6% | +11.4% | -18.0% | -11.8% |
| 1Y | -9.2% | +11.9% | -21.1% | -14.4% |
| 3Y | +22.3% | +73.9% | -51.6% | -8.3% |
| 5Y | +0.9% | +57.9% | -57.0% | -21.9% |
| All | +0.9% | +58.5% | -57.6% | -21.9% |
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