+40.9%
PTL vs VT
+48.7%
-7.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.6% |
| 7D | +1.5% | -0.7% | +2.2% | +2.3% |
| 30D | -1.3% | -1.7% | +0.5% | +0.6% |
| 3M | -5.4% | -2.3% | -3.1% | -3.0% |
| 6M | -2.3% | +1.5% | -3.8% | -3.9% |
| YTD | +10.7% | +12.0% | -1.3% | -2.3% |
| 1Y | +10.0% | +12.9% | -2.9% | -3.7% |
| All | +40.9% | +48.7% | -7.8% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling