+5.3%
PTA vs VT
+66.2%
-60.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +0.4% | -1.0% | -0.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.3% |
| 3M | -4.1% | +2.4% | -6.5% | -5.3% |
| 6M | -2.2% | +12.0% | -14.2% | -7.6% |
| YTD | +0.2% | +15.3% | -15.1% | -6.8% |
| 1Y | -4.0% | +22.6% | -26.6% | -13.3% |
| 3Y | +27.4% | +74.7% | -47.3% | -4.1% |
| All | +5.3% | +66.2% | -60.9% | -20.7% |
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