+594.5%
PWV vs VT
+374.2%
+220.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | +3.1% | +1.0% | +2.2% | +2.3% |
| 3M | +10.2% | +2.4% | +7.8% | +7.6% |
| 6M | +17.4% | +12.0% | +5.4% | +6.0% |
| YTD | +25.5% | +15.3% | +10.1% | +10.4% |
| 1Y | +30.2% | +22.6% | +7.6% | +8.6% |
| 3Y | +82.6% | +74.7% | +8.0% | +12.4% |
| 5Y | +102.1% | +66.1% | +36.0% | +28.6% |
| 10Y | +226.0% | +225.0% | +1.0% | +18.6% |
| All | +594.5% | +374.2% | +220.4% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling