+41.5%
PVLA vs VT
+217.6%
-176.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | +10.3% | -0.1% | +10.5% | +10.4% |
| 30D | +21.6% | -3.1% | +24.6% | +26.8% |
| 3M | +10.8% | -3.5% | +14.3% | +16.3% |
| 6M | +39.1% | +0.5% | +38.6% | +38.8% |
| YTD | +61.2% | +10.8% | +50.4% | +42.4% |
| 1Y | +110.1% | +11.9% | +98.2% | +83.6% |
| 3Y | +771.4% | +73.0% | +698.5% | +310.8% |
| 5Y | -45.9% | +58.6% | -104.5% | -70.6% |
| 10Y | +41.5% | +219.2% | -177.7% | -65.7% |
| All | +41.5% | +217.6% | -176.1% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling