-77.2%
PTLO vs VT
+57.6%
-134.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.7% |
| 7D | +36.3% | -2.3% | +38.7% | +38.2% |
| 30D | +75.2% | -5.0% | +80.2% | +83.4% |
| 3M | +51.6% | -4.9% | +56.5% | +58.7% |
| 6M | +47.9% | -1.5% | +49.4% | +46.2% |
| YTD | +46.3% | +8.5% | +37.8% | +26.2% |
| 1Y | +39.2% | +11.4% | +27.8% | +15.5% |
| 3Y | -56.7% | +70.1% | -126.7% | -80.2% |
| 5Y | -85.9% | +53.7% | -139.6% | -91.0% |
| All | -77.2% | +57.6% | -134.8% | -86.1% |
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