-16.7%
PVH vs VT
+224.4%
-241.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -2.9% |
| 7D | -5.4% | -0.7% | -4.7% | -4.4% |
| 30D | +12.7% | -1.7% | +14.5% | +15.8% |
| 3M | +8.5% | -2.3% | +10.8% | +12.3% |
| 6M | +10.6% | +1.5% | +9.0% | +6.9% |
| YTD | +37.5% | +12.0% | +25.5% | +12.2% |
| 1Y | +20.5% | +12.9% | +7.6% | -2.8% |
| 3Y | +20.9% | +74.9% | -54.0% | -53.4% |
| 5Y | -23.8% | +59.9% | -83.7% | -64.1% |
| 10Y | -16.7% | +224.6% | -241.3% | -86.8% |
| All | -16.7% | +224.4% | -241.0% | -86.8% |
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