+314.0%
PB vs VT
+356.1%
-42.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.0% | -1.6% | +6.6% | +6.6% |
| 30D | +8.5% | -2.5% | +11.0% | +11.1% |
| 3M | -2.0% | -1.3% | -0.7% | -1.0% |
| 6M | +7.2% | +3.1% | +4.1% | +3.2% |
| YTD | +8.6% | +10.9% | -2.4% | -3.1% |
| 1Y | +13.7% | +12.1% | +1.6% | +0.4% |
| 3Y | +39.7% | +73.9% | -34.2% | -20.7% |
| 5Y | +10.8% | +58.0% | -47.2% | -31.4% |
| 10Y | +83.2% | +225.5% | -142.3% | -42.7% |
| All | +314.0% | +356.1% | -42.1% | +25.5% |
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