-56.7%
PTLO vs VT
+69.7%
-126.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.6% |
| 7D | +36.3% | -2.3% | +38.7% | +37.4% |
| 30D | +75.2% | -5.0% | +80.2% | +81.3% |
| 3M | +51.6% | -4.9% | +56.5% | +56.9% |
| 6M | +47.9% | -1.5% | +49.4% | +45.9% |
| YTD | +46.3% | +8.5% | +37.8% | +27.5% |
| 1Y | +39.2% | +11.4% | +27.8% | +16.9% |
| 3Y | -56.7% | +70.1% | -126.7% | -81.1% |
| All | -56.7% | +69.7% | -126.4% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling