+113.6%
PTY vs VT
+231.8%
-118.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.3% |
| 7D | +4.9% | -0.3% | +5.2% | +5.1% |
| 30D | +4.6% | -1.4% | +6.0% | +5.5% |
| 3M | -2.0% | -1.4% | -0.6% | -1.2% |
| 6M | -3.2% | +5.5% | -8.6% | -6.8% |
| YTD | -4.4% | +12.8% | -17.3% | -12.3% |
| 1Y | -8.3% | +15.4% | -23.7% | -17.2% |
| 3Y | +12.2% | +76.9% | -64.7% | -26.0% |
| 5Y | +3.0% | +60.4% | -57.4% | -27.6% |
| 10Y | +113.6% | +232.8% | -119.1% | -12.5% |
| All | +113.6% | +231.8% | -118.2% | -12.5% |
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