+94.4%
PANL price history and return analytics
+65.7%
+28.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -0.6% |
| 30D | +17.0% | -1.0% | +17.9% | +18.0% |
| 3M | +15.8% | +3.2% | +12.7% | +12.1% |
| 6M | +18.8% | +12.5% | +6.3% | +5.3% |
| YTD | +25.3% | +14.1% | +11.2% | +9.9% |
| 1Y | +55.3% | +18.9% | +36.4% | +31.0% |
| 3Y | +76.4% | +74.1% | +2.3% | +6.7% |
| All | +94.4% | +65.7% | +28.7% | +28.7% |
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