-97.7%
PBK vs VT
+44.2%
-142.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.4% |
| 7D | -10.9% | -2.3% | -8.6% | -7.6% |
| 30D | -48.2% | -5.0% | -43.3% | -44.3% |
| 3M | -72.1% | -4.9% | -67.3% | -70.1% |
| 6M | -80.6% | -1.5% | -79.1% | -79.9% |
| YTD | -92.8% | +8.5% | -101.2% | -93.1% |
| 1Y | -92.3% | +11.4% | -103.7% | -92.8% |
| All | -97.7% | +44.2% | -142.0% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling