-99.1%
PYPD vs VT
+144.0%
-243.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +6.3% | +0.4% | +5.9% | +5.9% |
| 30D | +17.2% | +1.0% | +16.2% | +16.3% |
| 3M | +11.6% | +2.4% | +9.2% | +9.4% |
| 6M | +26.8% | +12.0% | +14.8% | +15.8% |
| YTD | +24.2% | +15.3% | +8.9% | +10.9% |
| 1Y | +58.5% | +22.6% | +35.9% | +35.5% |
| 3Y | -40.1% | +74.7% | -114.8% | -62.8% |
| 5Y | -97.9% | +66.1% | -164.0% | -98.7% |
| All | -99.1% | +144.0% | -243.1% | -99.3% |
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