-75.9%
PTLO vs VT
+57.3%
-133.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.8% | -4.1% | +32.9% | +33.5% |
| 7D | +41.5% | -4.2% | +45.7% | +46.9% |
| 30D | +85.7% | -5.8% | +91.5% | +96.6% |
| 3M | +50.3% | -5.2% | +55.6% | +58.1% |
| 6M | +46.7% | +0.1% | +46.6% | +41.4% |
| YTD | +54.6% | +8.2% | +46.4% | +33.8% |
| 1Y | +39.0% | +10.1% | +28.9% | +17.2% |
| 3Y | -57.2% | +69.7% | -126.9% | -80.4% |
| 5Y | -85.1% | +53.4% | -138.4% | -90.4% |
| All | -75.9% | +57.3% | -133.1% | -85.3% |
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