+104.0%
PVH vs VT
+374.2%
-270.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.4% |
| 30D | -14.6% | +1.0% | -15.6% | -15.6% |
| 3M | -4.9% | +2.4% | -7.2% | -7.8% |
| 6M | +12.6% | +12.0% | +0.6% | -2.3% |
| YTD | +11.1% | +15.3% | -4.3% | -7.1% |
| 1Y | -16.6% | +22.6% | -39.2% | -35.2% |
| 3Y | -10.5% | +74.7% | -85.2% | -54.1% |
| 5Y | -34.9% | +66.1% | -101.0% | -62.8% |
| 10Y | -30.5% | +225.0% | -255.5% | -78.8% |
| All | +104.0% | +374.2% | -270.2% | -54.4% |
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