+68.3%
PVL vs VT
+66.2%
+2.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +0.4% | +1.0% | +1.3% |
| 30D | +8.6% | +1.0% | +7.6% | +8.0% |
| 3M | +1.2% | +2.4% | -1.1% | -0.1% |
| 6M | +16.7% | +12.0% | +4.7% | +9.4% |
| YTD | +8.9% | +15.3% | -6.5% | 0.0% |
| 1Y | +2.8% | +22.6% | -19.8% | -9.1% |
| 3Y | -9.8% | +74.7% | -84.4% | -37.0% |
| All | +68.3% | +66.2% | +2.1% | +13.4% |
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 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