-97.3%
PYPD vs VT
+57.0%
-154.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | +2.0% | +2.4% | -0.4% | 0.0% |
| 30D | +29.6% | -1.5% | +31.1% | +31.4% |
| 3M | +31.0% | -4.1% | +35.1% | +35.7% |
| 6M | +48.3% | +0.6% | +47.8% | +47.4% |
| YTD | +44.2% | +11.0% | +33.2% | +31.7% |
| 1Y | +74.9% | +13.3% | +61.5% | +56.9% |
| 3Y | +55.5% | +73.4% | -17.9% | -9.2% |
| All | -97.3% | +57.0% | -154.3% | -98.4% |
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 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