+400.7%
PBA vs VT
+385.6%
+15.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.1% | -1.6% | +0.5% | +0.3% |
| 30D | +7.6% | -2.5% | +10.1% | +10.1% |
| 3M | +3.9% | -1.3% | +5.2% | +4.8% |
| 6M | +8.7% | +3.1% | +5.6% | +4.3% |
| YTD | +34.2% | +10.9% | +23.3% | +19.1% |
| 1Y | +35.7% | +12.1% | +23.6% | +19.0% |
| 3Y | +74.4% | +73.9% | +0.5% | -4.0% |
| 5Y | +91.4% | +58.0% | +33.4% | +15.1% |
| 10Y | +185.8% | +225.5% | -39.7% | -9.0% |
| All | +400.7% | +385.6% | +15.1% | +27.9% |
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