+1.0%
PTA vs VT
+53.2%
-52.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.1% |
| 7D | -1.7% | -4.2% | +2.5% | +0.3% |
| 30D | -0.4% | -5.8% | +5.4% | +2.5% |
| 3M | -8.1% | -5.2% | -2.9% | -5.8% |
| 6M | -9.8% | +0.1% | -9.9% | -10.0% |
| YTD | -6.3% | +8.2% | -14.5% | -10.2% |
| 1Y | -9.1% | +10.1% | -19.2% | -13.7% |
| 3Y | +19.5% | +69.7% | -50.2% | -9.3% |
| 5Y | +1.0% | +53.4% | -52.4% | -20.6% |
| All | +1.0% | +53.2% | -52.2% | -20.6% |
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