+207.7%
PWV vs VT
+224.4%
-16.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | 0.0% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +2.9% | -1.7% | +4.7% | +4.3% |
| 3M | 0.0% | -2.3% | +2.3% | +1.7% |
| 6M | +12.3% | +1.5% | +10.8% | +10.0% |
| YTD | +22.8% | +12.0% | +10.7% | +9.8% |
| 1Y | +24.0% | +12.9% | +11.1% | +10.0% |
| 3Y | +85.6% | +74.9% | +10.6% | +9.8% |
| 5Y | +88.2% | +59.9% | +28.3% | +20.3% |
| 10Y | +207.7% | +224.6% | -17.0% | -0.4% |
| All | +207.7% | +224.4% | -16.7% | -0.4% |
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 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