+21.0%
PVEX vs VT
+23.8%
-2.8%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -4.0% | -2.6% | -1.4% | -1.6% |
| 3M | -4.8% | -3.2% | -1.6% | -1.8% |
| 6M | -1.0% | +0.9% | -1.9% | -1.8% |
| YTD | +6.5% | +11.3% | -4.8% | -4.7% |
| 1Y | +7.5% | +14.0% | -6.5% | -7.1% |
| All | +21.0% | +23.8% | -2.8% | -9.7% |
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 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