+235.7%
PATK vs VT
+221.8%
+14.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.1% |
| 7D | +2.4% | +2.4% | +0.1% | -1.2% |
| 30D | +27.5% | -1.5% | +29.0% | +29.9% |
| 3M | -6.1% | -4.1% | -2.0% | -0.4% |
| 6M | -14.6% | +0.6% | -15.1% | -16.5% |
| YTD | -24.5% | +11.0% | -35.6% | -37.0% |
| 1Y | -18.8% | +13.3% | -32.2% | -34.4% |
| 3Y | +63.5% | +73.4% | -9.9% | -34.2% |
| 5Y | +63.1% | +57.4% | +5.7% | -21.9% |
| All | +235.7% | +221.8% | +14.0% | -54.0% |
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