+7.4%
PWP vs VT
+58.5%
-51.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | -0.4% | +2.9% | -3.3% | -4.3% |
| 30D | -16.5% | -2.5% | -14.0% | -13.1% |
| 3M | -21.7% | -3.3% | -18.4% | -17.3% |
| 6M | -24.4% | +1.5% | -26.0% | -25.8% |
| YTD | -21.4% | +11.4% | -32.7% | -32.1% |
| 1Y | -29.5% | +11.9% | -41.4% | -39.4% |
| 3Y | +36.5% | +73.9% | -37.4% | -32.2% |
| 5Y | +7.4% | +57.9% | -50.5% | -40.9% |
| All | +7.4% | +58.5% | -51.1% | -40.9% |
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