-33.4%
PVH vs VT
+66.2%
-99.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.6% |
| 30D | -14.6% | +1.0% | -15.6% | -16.0% |
| 3M | -4.9% | +2.4% | -7.2% | -8.7% |
| 6M | +12.6% | +12.0% | +0.6% | -6.8% |
| YTD | +11.1% | +15.3% | -4.3% | -12.6% |
| 1Y | -16.6% | +22.6% | -39.2% | -40.6% |
| 3Y | -10.5% | +74.7% | -85.2% | -64.7% |
| All | -33.4% | +66.2% | -99.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling