+116.3%
PBFS vs VT
+73.6%
+42.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.6% |
| 30D | +2.3% | -2.5% | +4.7% | +3.3% |
| 3M | +4.1% | -1.3% | +5.4% | +4.6% |
| 6M | +26.7% | +3.1% | +23.6% | +24.6% |
| YTD | +34.8% | +10.9% | +23.9% | +27.8% |
| 1Y | +38.6% | +12.1% | +26.5% | +30.7% |
| All | +116.3% | +73.6% | +42.7% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling