+385.3%
PBA vs VT
+404.9%
-19.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +2.7% | +1.0% | +1.7% | +1.6% |
| 3M | -0.6% | +2.4% | -3.0% | -3.5% |
| 6M | +11.3% | +12.0% | -0.7% | -1.6% |
| YTD | +30.1% | +15.3% | +14.8% | +11.5% |
| 1Y | +31.0% | +22.6% | +8.4% | +5.5% |
| 3Y | +76.8% | +74.7% | +2.1% | -2.6% |
| 5Y | +97.6% | +66.1% | +31.5% | +13.4% |
| 10Y | +161.3% | +225.0% | -63.7% | -17.2% |
| All | +385.3% | +404.9% | -19.5% | +19.8% |
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