+144.5%
PUK vs VT
+374.2%
-229.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.4% | +0.4% | -0.1% | -0.3% |
| 30D | -0.7% | +1.0% | -1.7% | -2.2% |
| 3M | +6.3% | +2.4% | +3.9% | +2.2% |
| 6M | -6.0% | +12.0% | -18.0% | -21.3% |
| YTD | -9.6% | +15.3% | -25.0% | -27.5% |
| 1Y | +7.0% | +22.6% | -15.6% | -22.1% |
| 3Y | +18.9% | +74.7% | -55.8% | -50.2% |
| 5Y | -29.4% | +66.1% | -95.5% | -67.2% |
| 10Y | +7.3% | +225.0% | -217.7% | -81.4% |
| All | +144.5% | +374.2% | -229.7% | -69.9% |
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