+993.5%
PTF vs VT
+345.0%
+648.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -4.1% |
| 7D | -16.0% | -4.2% | -11.9% | -11.9% |
| 30D | -21.6% | -5.8% | -15.8% | -16.1% |
| 3M | -16.1% | -5.2% | -10.8% | -10.5% |
| 6M | -25.3% | +0.1% | -25.4% | -23.6% |
| YTD | +15.6% | +8.2% | +7.4% | +9.8% |
| 1Y | +8.7% | +10.1% | -1.4% | +1.9% |
| 3Y | +101.8% | +69.7% | +32.2% | +26.8% |
| 5Y | +48.5% | +53.4% | -4.9% | +6.3% |
| 10Y | +595.9% | +219.2% | +376.7% | +175.5% |
| All | +993.5% | +345.0% | +648.5% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling