+585.8%
PTF vs VT
+215.5%
+370.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | -10.0% | -2.3% | -7.6% | -6.6% |
| 30D | -19.9% | -5.0% | -15.0% | -13.2% |
| 3M | -15.2% | -4.9% | -10.3% | -7.9% |
| 6M | -26.3% | -1.5% | -24.7% | -22.4% |
| YTD | +17.3% | +8.5% | +8.8% | +8.3% |
| 1Y | +15.2% | +11.4% | +3.8% | +3.0% |
| 3Y | +106.4% | +70.1% | +36.3% | +6.7% |
| 5Y | +50.6% | +53.7% | -3.1% | -8.0% |
| All | +585.8% | +215.5% | +370.3% | +76.6% |
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