+67.7%
PBA vs VT
+69.4%
-1.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.1% |
| 7D | -6.4% | -4.2% | -2.2% | -5.2% |
| 30D | +2.0% | -5.8% | +7.8% | +3.7% |
| 3M | +2.2% | -5.2% | +7.4% | +3.7% |
| 6M | +5.2% | +0.1% | +5.1% | +4.5% |
| YTD | +29.4% | +8.2% | +21.2% | +24.2% |
| 1Y | +30.4% | +10.1% | +20.2% | +24.1% |
| All | +67.7% | +69.4% | -1.7% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling