+4,835.8%
PATK vs VT
+345.0%
+4,490.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +2.0% |
| 7D | +10.5% | -4.2% | +14.7% | +15.0% |
| 30D | +24.7% | -5.8% | +30.5% | +31.8% |
| 3M | -4.5% | -5.2% | +0.7% | +0.3% |
| 6M | -6.7% | +0.1% | -6.8% | -7.3% |
| YTD | -22.2% | +8.2% | -30.5% | -28.3% |
| 1Y | -20.5% | +10.1% | -30.6% | -27.8% |
| 3Y | +62.1% | +69.7% | -7.5% | -1.6% |
| 5Y | +72.5% | +53.4% | +19.1% | +16.9% |
| 10Y | +285.4% | +219.2% | +66.2% | +62.8% |
| All | +4,835.8% | +345.0% | +4,490.8% | +1,739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling