-2.1%
PUK vs VT
+222.7%
-224.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.6% |
| 7D | +0.7% | +2.9% | -2.2% | -3.4% |
| 30D | +6.5% | -2.5% | +9.0% | +10.5% |
| 3M | -7.1% | -3.3% | -3.8% | -2.5% |
| 6M | -17.6% | +1.5% | -19.1% | -19.8% |
| YTD | -16.8% | +11.4% | -28.2% | -29.2% |
| 1Y | -10.7% | +11.9% | -22.6% | -24.6% |
| 3Y | +23.4% | +73.9% | -50.5% | -46.7% |
| 5Y | -31.4% | +57.9% | -89.3% | -64.7% |
| All | -2.1% | +222.7% | -224.8% | -81.8% |
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