+219.5%
PATK vs VT
+224.5%
-5.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | +0.4% | -1.2% | -1.5% |
| 30D | -4.9% | +1.0% | -5.8% | -6.3% |
| 3M | -3.2% | +2.4% | -5.6% | -7.4% |
| 6M | -30.8% | +12.0% | -42.8% | -42.5% |
| YTD | -22.5% | +15.3% | -37.8% | -38.7% |
| 1Y | -26.0% | +22.6% | -48.6% | -47.1% |
| 3Y | +55.2% | +74.7% | -19.5% | -37.5% |
| 5Y | +69.8% | +66.1% | +3.6% | -25.1% |
| All | +219.5% | +224.5% | -5.0% | -52.5% |
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