+177.2%
PBAM vs VT
+75.0%
+102.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | +0.4% | +1.1% | +1.5% |
| 30D | +5.1% | +1.0% | +4.1% | +4.9% |
| 3M | +25.2% | +2.4% | +22.8% | +24.6% |
| 6M | +32.9% | +12.0% | +20.9% | +30.1% |
| YTD | +56.6% | +15.3% | +41.3% | +52.5% |
| 1Y | +57.5% | +22.6% | +34.9% | +51.8% |
| All | +177.2% | +75.0% | +102.3% | +162.9% |
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 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