+104.9%
PTF vs VT
+75.0%
+29.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.2% | +0.4% | +2.7% | +2.3% |
| 30D | -5.0% | +1.0% | -5.9% | -6.6% |
| 3M | -25.4% | +2.4% | -27.8% | -27.4% |
| 6M | +9.2% | +12.0% | -2.8% | -9.6% |
| YTD | +30.9% | +15.3% | +15.6% | +2.9% |
| 1Y | +48.8% | +22.6% | +26.2% | +6.1% |
| All | +104.9% | +75.0% | +29.9% | -19.3% |
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