-29.5%
PWP vs VT
+11.9%
-41.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.1% |
| 7D | -0.4% | +2.9% | -3.3% | -4.5% |
| 30D | -16.5% | -2.5% | -14.0% | -12.9% |
| 3M | -21.7% | -3.3% | -18.4% | -17.2% |
| 6M | -24.4% | +1.5% | -26.0% | -25.9% |
| YTD | -21.4% | +11.4% | -32.7% | -33.3% |
| 1Y | -29.5% | +11.9% | -41.4% | -40.4% |
| All | -29.5% | +11.9% | -41.3% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling