-97.7%
PBK vs VT
+48.0%
-145.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -3.5% |
| 7D | -16.0% | +0.4% | -16.4% | -16.1% |
| 30D | -42.3% | -2.6% | -39.7% | -40.0% |
| 3M | -73.5% | -3.2% | -70.2% | -72.2% |
| 6M | -80.7% | +0.9% | -81.6% | -80.6% |
| YTD | -92.8% | +11.3% | -104.1% | -93.3% |
| 1Y | -91.7% | +14.0% | -105.7% | -92.4% |
| All | -97.7% | +48.0% | -145.7% | -98.4% |
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