+25.7%
PBFS vs VT
+146.3%
-120.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +5.2% | +0.4% | +4.7% | +4.8% |
| 30D | +8.0% | +1.0% | +7.0% | +7.2% |
| 3M | +14.9% | +2.4% | +12.5% | +12.6% |
| 6M | +26.0% | +12.0% | +14.0% | +15.7% |
| YTD | +37.5% | +15.3% | +22.2% | +23.4% |
| 1Y | +40.5% | +22.6% | +17.9% | +20.3% |
| 3Y | +104.9% | +74.7% | +30.2% | +32.6% |
| 5Y | +41.2% | +66.1% | -24.9% | -5.4% |
| All | +25.7% | +146.3% | -120.7% | -43.8% |
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