+47.4%
PTF vs VT
+53.4%
-6.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.0% |
| 7D | -10.0% | -2.3% | -7.6% | -5.9% |
| 30D | -19.9% | -5.0% | -15.0% | -11.8% |
| 3M | -15.2% | -4.9% | -10.3% | -6.4% |
| 6M | -26.3% | -1.5% | -24.7% | -21.7% |
| YTD | +17.3% | +8.5% | +8.8% | +6.3% |
| 1Y | +15.2% | +11.4% | +3.8% | +0.4% |
| 3Y | +106.4% | +70.1% | +36.3% | -6.1% |
| All | +47.4% | +53.4% | -6.0% | -11.3% |
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 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