+261.9%
PATK vs VT
+223.7%
+38.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +0.2% |
| 7D | +0.5% | +0.4% | +0.1% | -0.3% |
| 30D | +29.4% | -2.6% | +32.0% | +34.2% |
| 3M | -7.0% | -3.2% | -3.8% | -2.7% |
| 6M | -12.8% | +0.9% | -13.7% | -15.2% |
| YTD | -23.2% | +11.3% | -34.5% | -36.1% |
| 1Y | -21.0% | +14.0% | -35.0% | -36.7% |
| 3Y | +70.3% | +75.8% | -5.6% | -32.9% |
| 5Y | +75.6% | +57.8% | +17.8% | -16.2% |
| 10Y | +261.9% | +219.8% | +42.1% | -48.0% |
| All | +261.9% | +223.7% | +38.2% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling