+607.3%
PTF vs VT
+223.7%
+383.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -3.1% |
| 30D | -17.1% | -2.6% | -14.5% | -13.4% |
| 3M | -13.6% | -3.2% | -10.4% | -8.5% |
| 6M | -22.6% | +0.9% | -23.6% | -21.5% |
| YTD | +22.2% | +11.3% | +10.9% | +8.6% |
| 1Y | +18.6% | +14.0% | +4.6% | +2.4% |
| 3Y | +114.7% | +75.8% | +38.8% | +5.7% |
| 5Y | +53.3% | +57.8% | -4.5% | -10.0% |
| 10Y | +607.3% | +219.8% | +387.5% | +76.7% |
| All | +607.3% | +223.7% | +383.6% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling