+56.8%
PWP vs VT
+91.9%
-35.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.0% |
| 7D | -7.1% | -2.3% | -4.8% | -4.0% |
| 30D | -9.6% | -5.0% | -4.6% | -2.9% |
| 3M | -19.5% | -4.9% | -14.6% | -13.4% |
| 6M | -28.7% | -1.5% | -27.1% | -26.9% |
| YTD | -20.0% | +8.5% | -28.5% | -27.7% |
| 1Y | -26.3% | +11.4% | -37.7% | -35.5% |
| 3Y | +41.9% | +70.1% | -28.2% | -23.1% |
| 5Y | +11.4% | +53.7% | -42.4% | -35.3% |
| All | +56.8% | +91.9% | -35.2% | -7.1% |
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