+638.3%
PTF vs VT
+222.7%
+415.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.2% | +0.4% | +2.7% | +2.5% |
| 30D | -5.0% | +1.0% | -5.9% | -6.1% |
| 3M | -25.4% | +2.4% | -27.8% | -26.6% |
| 6M | +9.2% | +12.0% | -2.8% | -4.9% |
| YTD | +30.9% | +15.3% | +15.6% | +9.7% |
| 1Y | +48.8% | +22.6% | +26.2% | +15.6% |
| 3Y | +104.8% | +74.7% | +30.2% | +1.0% |
| 5Y | +84.7% | +66.1% | +18.6% | +0.5% |
| All | +638.3% | +222.7% | +415.6% | +83.2% |
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