+13.9%
PTA vs VT
+126.3%
-112.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | -1.8% | +1.0% | -2.8% | -2.2% |
| 3M | -4.1% | +2.4% | -6.5% | -5.2% |
| 6M | -2.2% | +12.0% | -14.2% | -7.1% |
| YTD | +0.2% | +15.3% | -15.1% | -6.2% |
| 1Y | -4.0% | +22.6% | -26.6% | -12.5% |
| 3Y | +27.4% | +74.7% | -47.3% | -1.0% |
| 5Y | +5.2% | +66.1% | -61.0% | -19.6% |
| All | +13.9% | +126.3% | -112.4% | -14.3% |
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