+77.4%
PB vs VT
+224.5%
-147.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -2.4% | +1.0% | -3.4% | -3.4% |
| 3M | +6.8% | +2.4% | +4.4% | +3.6% |
| 6M | +6.2% | +12.0% | -5.8% | -6.5% |
| YTD | +7.2% | +15.3% | -8.1% | -8.6% |
| 1Y | +9.5% | +22.6% | -13.1% | -12.6% |
| 3Y | +38.2% | +74.7% | -36.4% | -25.4% |
| 5Y | +22.6% | +66.1% | -43.5% | -30.3% |
| All | +77.4% | +224.5% | -147.1% | -56.0% |
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