+9.5%
PWP vs VT
+53.4%
-43.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.0% |
| 7D | -7.1% | -2.3% | -4.8% | -3.9% |
| 30D | -9.6% | -5.0% | -4.6% | -2.5% |
| 3M | -19.5% | -4.9% | -14.6% | -13.0% |
| 6M | -28.7% | -1.5% | -27.1% | -26.9% |
| YTD | -20.0% | +8.5% | -28.5% | -28.3% |
| 1Y | -26.3% | +11.4% | -37.7% | -36.2% |
| 3Y | +41.9% | +70.1% | -28.2% | -27.2% |
| All | +9.5% | +53.4% | -43.9% | -37.3% |
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