-97.1%
PTLE vs VT
+36.6%
-133.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +35.6% | -1.4% | +37.0% | +36.5% |
| 3M | -4.7% | -1.4% | -3.3% | -4.2% |
| 6M | +62.2% | +5.5% | +56.7% | +55.4% |
| YTD | +19.6% | +12.8% | +6.8% | +8.3% |
| 1Y | -57.6% | +15.4% | -73.0% | -61.5% |
| All | -97.1% | +36.6% | -133.6% | -96.6% |
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