-47.5%
PBD vs VT
+53.4%
-100.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.0% |
| 7D | +0.9% | -2.3% | +3.3% | +4.2% |
| 30D | -9.6% | -5.0% | -4.7% | -3.0% |
| 3M | -15.2% | -4.9% | -10.3% | -9.1% |
| 6M | -29.9% | -1.5% | -28.3% | -27.8% |
| YTD | -5.0% | +8.5% | -13.5% | -14.1% |
| 1Y | -8.2% | +11.4% | -19.6% | -19.8% |
| 3Y | +13.1% | +70.1% | -57.0% | -44.4% |
| All | -47.5% | +53.4% | -100.9% | -69.3% |
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