+623.2%
PTF vs VT
+221.8%
+401.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | +5.1% | +2.4% | +2.8% | +1.6% |
| 30D | -10.6% | -1.5% | -9.1% | -8.2% |
| 3M | -15.1% | -4.1% | -11.0% | -8.8% |
| 6M | -23.0% | +0.6% | -23.5% | -21.5% |
| YTD | +23.3% | +11.0% | +12.2% | +10.0% |
| 1Y | +27.2% | +13.3% | +13.8% | +10.6% |
| 3Y | +110.9% | +73.4% | +37.5% | +5.9% |
| 5Y | +56.2% | +57.4% | -1.2% | -7.9% |
| All | +623.2% | +221.8% | +401.5% | +75.5% |
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