+495.1%
PTY vs VT
+356.1%
+139.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.0% | -1.6% | +5.6% | +5.1% |
| 30D | +1.5% | -2.5% | +4.0% | +3.1% |
| 3M | -2.8% | -1.3% | -1.5% | -2.0% |
| 6M | -4.0% | +3.1% | -7.1% | -6.2% |
| YTD | -5.2% | +10.9% | -16.1% | -11.8% |
| 1Y | -9.7% | +12.1% | -21.8% | -16.6% |
| 3Y | +11.3% | +73.9% | -62.6% | -23.8% |
| 5Y | +3.1% | +58.0% | -54.9% | -25.7% |
| 10Y | +112.7% | +225.5% | -112.8% | -5.5% |
| All | +495.1% | +356.1% | +139.0% | +93.1% |
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 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