+0.5%
PUK vs VT
+224.4%
-223.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -2.0% |
| 7D | -2.4% | -0.7% | -1.7% | -1.4% |
| 30D | +7.9% | -1.7% | +9.6% | +10.6% |
| 3M | -5.3% | -2.3% | -3.0% | -2.1% |
| 6M | -17.2% | +1.5% | -18.8% | -19.4% |
| YTD | -15.6% | +12.0% | -27.6% | -28.8% |
| 1Y | -9.0% | +12.9% | -21.9% | -24.1% |
| 3Y | +25.2% | +74.9% | -49.7% | -46.4% |
| 5Y | -29.9% | +59.9% | -89.8% | -64.6% |
| 10Y | +0.5% | +224.6% | -224.1% | -81.4% |
| All | +0.5% | +224.4% | -223.8% | -81.4% |
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