-100.0%
PBM vs VT
+60.3%
-160.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +6.2% | +2.4% | +3.9% | +4.1% |
| 30D | -23.8% | -1.5% | -22.3% | -22.6% |
| 3M | -11.7% | -4.1% | -7.5% | -8.4% |
| 6M | -39.1% | +0.6% | -39.6% | -39.2% |
| YTD | -89.3% | +11.0% | -100.3% | -89.4% |
| 1Y | -97.1% | +13.3% | -110.5% | -97.2% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| All | -100.0% | +60.3% | -160.3% | -100.0% |
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 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