+59.9%
PTF vs VT
+57.5%
+2.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.7% |
| 7D | -4.6% | -0.1% | -4.5% | -4.3% |
| 30D | -17.3% | -3.1% | -14.2% | -12.1% |
| 3M | -10.6% | -3.5% | -7.1% | -3.9% |
| 6M | -22.8% | +0.5% | -23.2% | -21.0% |
| YTD | +22.0% | +10.8% | +11.2% | +6.5% |
| 1Y | +14.6% | +11.9% | +2.7% | -1.2% |
| 3Y | +109.0% | +73.0% | +36.1% | -7.8% |
| 5Y | +59.9% | +58.6% | +1.3% | -9.7% |
| All | +59.9% | +57.5% | +2.4% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling