+241.9%
PATK vs VT
+217.6%
+24.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.2% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | +25.6% | -3.1% | +28.7% | +31.2% |
| 3M | -6.3% | -3.5% | -2.8% | -1.5% |
| 6M | -15.3% | +0.5% | -15.8% | -17.0% |
| YTD | -25.4% | +10.8% | -36.2% | -37.5% |
| 1Y | -22.4% | +11.9% | -34.3% | -36.0% |
| 3Y | +62.1% | +73.0% | -10.9% | -34.4% |
| 5Y | +67.6% | +58.6% | +9.0% | -20.8% |
| 10Y | +241.9% | +219.2% | +22.7% | -51.5% |
| All | +241.9% | +217.6% | +24.2% | -51.5% |
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