+227.0%
PATK vs VT
+222.7%
+4.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.2% |
| 7D | -5.4% | +2.9% | -8.3% | -9.5% |
| 30D | +22.1% | -2.5% | +24.7% | +26.5% |
| 3M | -8.9% | -3.3% | -5.6% | -4.5% |
| 6M | -15.8% | +1.5% | -17.3% | -18.9% |
| YTD | -26.5% | +11.4% | -37.8% | -38.9% |
| 1Y | -22.5% | +11.9% | -34.4% | -36.1% |
| 3Y | +59.8% | +73.9% | -14.1% | -35.9% |
| 5Y | +58.9% | +57.9% | +1.0% | -24.2% |
| All | +227.0% | +222.7% | +4.3% | -55.4% |
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