-20.0%
PVLA vs VT
+223.6%
-243.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +0.2% | +11.9% | +11.9% |
| 7D | +20.4% | -2.3% | +22.7% | +23.9% |
| 30D | +34.7% | -5.0% | +39.7% | +43.8% |
| 3M | +13.5% | -4.9% | +18.4% | +21.1% |
| 6M | +35.1% | -1.5% | +36.7% | +38.7% |
| YTD | +68.1% | +8.5% | +59.6% | +53.9% |
| 1Y | +123.7% | +11.4% | +112.4% | +98.9% |
| 3Y | +733.0% | +70.1% | +662.9% | +325.5% |
| 5Y | -48.4% | +53.7% | -102.1% | -69.4% |
| 10Y | +57.1% | +220.0% | -162.9% | -55.7% |
| All | -20.0% | +223.6% | -243.6% | -78.2% |
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