+13.6%
PBHC vs VT
+66.2%
-52.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | +4.7% | +1.0% | +3.7% | +4.5% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | +15.9% | +4.5% | +11.4% | +15.2% |
| 6M | +21.9% | +14.1% | +7.8% | +19.6% |
| YTD | +17.9% | +14.8% | +3.2% | +15.7% |
| 1Y | +10.9% | +21.2% | -10.3% | +8.2% |
| 3Y | +26.3% | +76.6% | -50.3% | +20.5% |
| 5Y | +13.6% | +66.6% | -53.0% | +8.6% |
| All | +13.6% | +66.2% | -52.6% | +8.6% |
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