-51.0%
PVL vs VT
+390.7%
-441.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.2% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | +2.0% | -1.4% | +3.4% | +2.7% |
| 3M | +9.3% | -1.4% | +10.7% | +10.0% |
| 6M | 0.0% | +5.5% | -5.5% | -3.9% |
| YTD | +9.0% | +12.8% | -3.9% | -0.1% |
| 1Y | +10.9% | +15.4% | -4.5% | +0.2% |
| 3Y | +23.0% | +76.9% | -53.8% | -16.3% |
| 5Y | +39.5% | +60.4% | -20.9% | 0.0% |
| 10Y | +88.9% | +232.8% | -143.9% | -11.4% |
| All | -51.0% | +390.7% | -441.7% | -82.3% |
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