+559.7%
PWV vs VT
+346.0%
+213.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -3.4% | -2.3% | -1.1% | -1.5% |
| 30D | +1.5% | -5.0% | +6.4% | +5.7% |
| 3M | -1.9% | -4.9% | +3.0% | +2.0% |
| 6M | +8.2% | -1.5% | +9.8% | +8.8% |
| YTD | +19.2% | +8.5% | +10.7% | +10.1% |
| 1Y | +22.9% | +11.4% | +11.5% | +11.0% |
| 3Y | +78.8% | +70.1% | +8.7% | +12.2% |
| 5Y | +82.1% | +53.7% | +28.4% | +23.3% |
| 10Y | +218.8% | +220.0% | -1.2% | +17.4% |
| All | +559.7% | +346.0% | +213.7% | +87.3% |
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 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