+9.9%
PWP vs VT
+53.2%
-43.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.8% | -1.0% |
| 7D | -3.6% | -4.2% | +0.6% | +2.4% |
| 30D | -13.1% | -5.8% | -7.3% | -5.0% |
| 3M | -21.7% | -5.2% | -16.5% | -15.0% |
| 6M | -30.4% | +0.1% | -30.5% | -30.4% |
| YTD | -21.1% | +8.2% | -29.3% | -29.0% |
| 1Y | -27.3% | +10.1% | -37.4% | -36.1% |
| 3Y | +36.3% | +69.7% | -33.4% | -29.8% |
| 5Y | +9.9% | +53.4% | -43.5% | -37.5% |
| All | +9.9% | +53.2% | -43.3% | -37.5% |
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 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