-62.2%
PVLA vs VT
+66.2%
-128.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.4% |
| 30D | +1.5% | +1.0% | +0.5% | +0.6% |
| 3M | +36.9% | +2.4% | +34.6% | +34.2% |
| 6M | +16.1% | +12.0% | +4.0% | +4.4% |
| YTD | +50.2% | +15.3% | +34.9% | +31.6% |
| 1Y | +190.4% | +22.6% | +167.8% | +141.1% |
| 3Y | +468.1% | +74.7% | +393.4% | +225.9% |
| All | -62.2% | +66.2% | -128.4% | -76.3% |
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 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