+103.5%
PTF vs VT
+69.4%
+34.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | 0.0% |
| 7D | -16.0% | -4.2% | -11.9% | -8.1% |
| 30D | -21.6% | -5.8% | -15.8% | -10.8% |
| 3M | -16.1% | -5.2% | -10.8% | -5.4% |
| 6M | -25.3% | +0.1% | -25.4% | -22.7% |
| YTD | +15.6% | +8.2% | +7.4% | +4.0% |
| 1Y | +8.7% | +10.1% | -1.4% | -4.7% |
| All | +103.5% | +69.4% | +34.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling