+314.2%
PTNQ vs VT
+222.7%
+91.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.2% |
| 7D | +0.9% | -0.1% | +1.1% | +1.1% |
| 30D | -0.7% | -0.7% | 0.0% | -0.1% |
| 3M | +1.2% | +4.0% | -2.8% | -1.6% |
| 6M | +11.0% | +12.3% | -1.3% | +1.8% |
| YTD | +9.7% | +14.0% | -4.3% | -0.5% |
| 1Y | +16.1% | +20.3% | -4.2% | +1.3% |
| 3Y | +43.6% | +75.4% | -31.8% | -7.2% |
| 5Y | +57.2% | +66.0% | -8.8% | +5.4% |
| 10Y | +314.2% | +228.2% | +86.0% | +53.4% |
| All | +314.2% | +222.7% | +91.5% | +53.4% |
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