-17.5%
PBD vs VT
+374.2%
-391.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.9% |
| 30D | -1.7% | +1.0% | -2.7% | -2.8% |
| 3M | -19.9% | +2.4% | -22.3% | -21.8% |
| 6M | +0.3% | +12.0% | -11.7% | -12.1% |
| YTD | +10.7% | +15.3% | -4.6% | -6.2% |
| 1Y | +28.8% | +22.6% | +6.2% | +1.7% |
| 3Y | +10.8% | +74.7% | -63.9% | -42.5% |
| 5Y | -34.3% | +66.1% | -100.5% | -63.0% |
| 10Y | +91.3% | +225.0% | -133.7% | -51.0% |
| All | -17.5% | +374.2% | -391.7% | -86.3% |
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 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