+128.4%
PUK vs VT
+360.7%
-232.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | -5.3% | -2.3% | -3.0% | -2.0% |
| 6M | -17.2% | +1.5% | -18.8% | -19.5% |
| YTD | -15.6% | +12.0% | -27.6% | -29.3% |
| 1Y | -9.0% | +12.9% | -21.9% | -24.7% |
| 3Y | +25.2% | +74.9% | -49.7% | -47.8% |
| 5Y | -29.9% | +59.9% | -89.8% | -65.5% |
| 10Y | +0.5% | +224.6% | -224.1% | -82.6% |
| All | +128.4% | +360.7% | -232.3% | -70.6% |
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