+146.8%
PVH vs VT
+346.0%
-199.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.8% |
| 7D | -0.3% | -2.3% | +2.1% | +2.8% |
| 30D | +14.8% | -5.0% | +19.8% | +22.2% |
| 3M | +4.0% | -4.9% | +8.9% | +10.5% |
| 6M | -2.0% | -1.5% | -0.5% | -0.4% |
| YTD | +34.4% | +8.5% | +25.9% | +21.1% |
| 1Y | +18.6% | +11.4% | +7.2% | +3.5% |
| 3Y | +19.4% | +70.1% | -50.7% | -36.9% |
| 5Y | -26.1% | +53.7% | -79.9% | -53.7% |
| 10Y | -12.5% | +220.0% | -232.4% | -72.5% |
| All | +146.8% | +346.0% | -199.2% | -40.5% |
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