-76.3%
PTLO vs VT
+61.7%
-138.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +0.8% |
| 7D | +33.0% | +0.4% | +32.6% | +30.7% |
| 30D | +71.4% | -2.6% | +74.0% | +74.6% |
| 3M | +55.5% | -3.2% | +58.8% | +59.9% |
| 6M | +60.2% | +0.9% | +59.3% | +54.0% |
| YTD | +51.8% | +11.3% | +40.5% | +27.2% |
| 1Y | +39.5% | +14.0% | +25.5% | +12.8% |
| 3Y | -53.6% | +75.8% | -129.4% | -79.7% |
| 5Y | -84.7% | +57.8% | -142.6% | -90.5% |
| All | -76.3% | +61.7% | -138.1% | -86.0% |
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 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