-29.6%
PBH vs VT
+53.2%
-82.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -4.1% | -12.7% | -14.9% |
| 7D | -9.1% | -4.2% | -4.9% | -6.9% |
| 30D | -4.6% | -5.8% | +1.2% | -1.6% |
| 3M | -16.3% | -5.2% | -11.1% | -13.9% |
| 6M | -20.5% | +0.1% | -20.6% | -20.6% |
| YTD | -28.2% | +8.2% | -36.4% | -31.1% |
| 1Y | -25.9% | +10.1% | -36.0% | -29.6% |
| 3Y | -25.6% | +69.7% | -95.2% | -43.0% |
| 5Y | -29.6% | +53.4% | -82.9% | -45.3% |
| All | -29.6% | +53.2% | -82.8% | -45.3% |
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