+111.0%
PTY vs VT
+224.5%
-113.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | +0.8% | +1.0% | -0.1% | +0.2% |
| 3M | +2.0% | +2.4% | -0.4% | +0.2% |
| 6M | -1.7% | +12.0% | -13.7% | -9.2% |
| YTD | -1.6% | +15.3% | -16.9% | -11.0% |
| 1Y | -7.8% | +22.6% | -30.4% | -20.1% |
| 3Y | +14.6% | +74.7% | -60.1% | -23.7% |
| 5Y | +9.2% | +66.1% | -57.0% | -25.2% |
| All | +111.0% | +224.5% | -113.5% | -13.4% |
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