+123.5%
PUK vs VT
+345.0%
-221.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +1.8% |
| 7D | +3.3% | -4.2% | +7.5% | +10.3% |
| 30D | +2.4% | -5.8% | +8.2% | +12.2% |
| 3M | -9.2% | -5.2% | -4.0% | -1.6% |
| 6M | -16.1% | +0.1% | -16.2% | -16.7% |
| YTD | -17.4% | +8.2% | -25.6% | -27.0% |
| 1Y | -9.8% | +10.1% | -19.9% | -22.5% |
| 3Y | +20.5% | +69.7% | -49.1% | -47.4% |
| 5Y | -30.8% | +53.4% | -84.2% | -63.7% |
| 10Y | +13.3% | +219.2% | -205.9% | -79.9% |
| All | +123.5% | +345.0% | -221.5% | -69.7% |
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