+86.5%
PBD vs VT
+224.4%
-137.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.3% |
| 7D | -0.8% | -0.7% | -0.1% | +0.1% |
| 30D | -5.5% | -1.7% | -3.7% | -3.3% |
| 3M | -14.3% | -2.3% | -12.0% | -11.6% |
| 6M | -29.0% | +1.5% | -30.5% | -29.8% |
| YTD | -2.2% | +12.0% | -14.2% | -14.0% |
| 1Y | -7.0% | +12.9% | -19.9% | -18.9% |
| 3Y | +22.3% | +74.9% | -52.7% | -36.6% |
| 5Y | -45.6% | +59.9% | -105.6% | -68.1% |
| 10Y | +86.5% | +224.6% | -138.1% | -45.2% |
| All | +86.5% | +224.4% | -137.9% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling