+666.7%
PTH vs VT
+374.2%
+292.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +1.7% | +1.0% | +0.7% | +0.9% |
| 3M | +22.5% | +2.4% | +20.1% | +20.1% |
| 6M | +24.1% | +12.0% | +12.1% | +12.8% |
| YTD | +23.0% | +15.3% | +7.7% | +9.0% |
| 1Y | +57.0% | +22.6% | +34.5% | +32.2% |
| 3Y | +68.4% | +74.7% | -6.3% | +6.3% |
| 5Y | +7.9% | +66.1% | -58.3% | -28.9% |
| 10Y | +290.4% | +225.0% | +65.4% | +56.1% |
| All | +666.7% | +374.2% | +292.5% | +119.0% |
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