+228.1%
PBAM vs VT
+57.9%
+170.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +1.6% | -1.6% | +3.2% | +1.8% |
| 30D | -0.4% | -2.5% | +2.1% | -0.1% |
| 3M | +1.0% | -1.3% | +2.3% | +1.2% |
| 6M | +15.5% | +3.1% | +12.4% | +15.1% |
| YTD | +50.5% | +10.9% | +39.6% | +49.1% |
| 1Y | +51.4% | +12.1% | +39.3% | +49.9% |
| 3Y | +155.1% | +73.9% | +81.2% | +148.0% |
| All | +228.1% | +57.9% | +170.2% | +215.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling