+152.5%
PVH vs VT
+360.7%
-208.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -2.5% |
| 7D | -5.4% | -0.7% | -4.7% | -4.6% |
| 30D | +12.7% | -1.7% | +14.5% | +15.1% |
| 3M | +8.5% | -2.3% | +10.8% | +11.5% |
| 6M | +10.6% | +1.5% | +9.0% | +8.2% |
| YTD | +37.5% | +12.0% | +25.5% | +19.0% |
| 1Y | +20.5% | +12.9% | +7.6% | +3.4% |
| 3Y | +20.9% | +74.9% | -54.0% | -38.3% |
| 5Y | -23.8% | +59.9% | -83.7% | -54.5% |
| 10Y | -16.7% | +224.6% | -241.3% | -74.4% |
| All | +152.5% | +360.7% | -208.1% | -41.5% |
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