+310.4%
PBH vs VT
+345.0%
-34.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -4.1% | -12.7% | -13.5% |
| 7D | -9.1% | -4.2% | -4.9% | -5.4% |
| 30D | -4.6% | -5.8% | +1.2% | +0.6% |
| 3M | -16.3% | -5.2% | -11.1% | -12.3% |
| 6M | -20.5% | +0.1% | -20.6% | -21.0% |
| YTD | -28.2% | +8.2% | -36.4% | -33.1% |
| 1Y | -25.9% | +10.1% | -36.0% | -32.1% |
| 3Y | -25.6% | +69.7% | -95.2% | -52.8% |
| 5Y | -29.6% | +53.4% | -82.9% | -52.4% |
| 10Y | -3.3% | +219.2% | -222.5% | -66.6% |
| All | +310.4% | +345.0% | -34.6% | -4.1% |
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 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