+6.6%
PUK vs VT
+223.7%
-217.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +1.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.4% |
| 30D | +8.8% | -2.6% | +11.4% | +13.0% |
| 3M | -7.4% | -3.2% | -4.1% | -2.9% |
| 6M | -16.1% | +0.9% | -17.0% | -17.6% |
| YTD | -14.7% | +11.3% | -26.0% | -27.3% |
| 1Y | -7.1% | +14.0% | -21.1% | -23.6% |
| 3Y | +26.7% | +75.8% | -49.1% | -46.2% |
| 5Y | -29.4% | +57.8% | -87.2% | -63.6% |
| 10Y | +6.6% | +219.8% | -213.2% | -79.1% |
| All | +6.6% | +223.7% | -217.0% | -79.1% |
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 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