+298.8%
PBJ vs VT
+345.0%
-46.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +1.1% |
| 7D | +1.8% | -4.2% | +5.9% | +4.3% |
| 30D | +5.1% | -5.8% | +10.9% | +8.7% |
| 3M | +1.3% | -5.2% | +6.6% | +4.3% |
| 6M | -3.3% | +0.1% | -3.4% | -3.9% |
| YTD | +8.4% | +8.2% | +0.2% | +2.6% |
| 1Y | +11.9% | +10.1% | +1.7% | +4.7% |
| 3Y | +17.7% | +69.7% | -52.0% | -15.4% |
| 5Y | +18.2% | +53.4% | -35.2% | -10.7% |
| 10Y | +72.9% | +219.2% | -146.4% | -16.7% |
| All | +298.8% | +345.0% | -46.2% | +50.0% |
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