+605.7%
PTH vs VT
+345.0%
+260.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -2.9% |
| 7D | -8.1% | -4.2% | -4.0% | -4.6% |
| 30D | -3.9% | -5.8% | +1.9% | +1.3% |
| 3M | -6.4% | -5.2% | -1.1% | -1.8% |
| 6M | +8.5% | +0.1% | +8.3% | +8.6% |
| YTD | +13.2% | +8.2% | +5.0% | +6.1% |
| 1Y | +21.5% | +10.1% | +11.4% | +12.3% |
| 3Y | +82.2% | +69.7% | +12.5% | +18.1% |
| 5Y | +6.4% | +53.4% | -47.0% | -24.9% |
| 10Y | +294.6% | +219.2% | +75.3% | +61.3% |
| All | +605.7% | +345.0% | +260.7% | +113.2% |
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