+65.0%
PWP vs VT
+96.9%
-31.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +1.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.8% |
| 30D | -8.1% | -2.6% | -5.5% | -4.5% |
| 3M | -17.4% | -3.2% | -14.1% | -13.1% |
| 6M | -21.0% | +0.9% | -22.0% | -21.6% |
| YTD | -15.8% | +11.3% | -27.1% | -26.4% |
| 1Y | -18.9% | +14.0% | -32.9% | -31.2% |
| 3Y | +41.5% | +75.8% | -34.3% | -26.5% |
| 5Y | +14.8% | +57.8% | -43.0% | -35.6% |
| All | +65.0% | +96.9% | -31.9% | -5.5% |
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