-97.6%
PBK vs VT
+43.9%
-141.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -6.4% |
| 7D | -4.7% | -4.2% | -0.6% | +1.3% |
| 30D | -43.1% | -5.8% | -37.3% | -38.2% |
| 3M | -72.1% | -5.2% | -66.8% | -69.9% |
| 6M | -77.6% | +0.1% | -77.7% | -77.1% |
| YTD | -92.2% | +8.2% | -100.4% | -92.6% |
| 1Y | -91.4% | +10.1% | -101.5% | -91.9% |
| All | -97.6% | +43.9% | -141.5% | -98.2% |
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