+23.6%
PBFS vs VT
+131.2%
-107.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -0.1% |
| 7D | +0.6% | -4.2% | +4.8% | +3.7% |
| 30D | +4.0% | -5.8% | +9.8% | +8.4% |
| 3M | +6.2% | -5.2% | +11.4% | +10.1% |
| 6M | +27.1% | +0.1% | +26.9% | +26.3% |
| YTD | +35.3% | +8.2% | +27.0% | +26.8% |
| 1Y | +36.1% | +10.1% | +26.0% | +25.8% |
| 3Y | +119.7% | +69.7% | +50.0% | +44.7% |
| 5Y | +40.3% | +53.4% | -13.1% | -0.2% |
| All | +23.6% | +131.2% | -107.5% | -42.3% |
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 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