+256.4%
PATK vs VT
+215.5%
+40.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.6% |
| 7D | +1.4% | -2.3% | +3.7% | +4.9% |
| 30D | +21.4% | -5.0% | +26.3% | +30.6% |
| 3M | -8.4% | -4.9% | -3.5% | -1.6% |
| 6M | -16.9% | -1.5% | -15.4% | -16.1% |
| YTD | -26.3% | +8.5% | -34.8% | -36.2% |
| 1Y | -22.9% | +11.4% | -34.3% | -36.1% |
| 3Y | +57.5% | +70.1% | -12.5% | -34.6% |
| 5Y | +63.5% | +53.7% | +9.8% | -18.7% |
| All | +256.4% | +215.5% | +40.8% | -47.4% |
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