-100.0%
PBM vs VT
+56.3%
-156.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.5% | -3.9% |
| 7D | -18.6% | -4.2% | -14.4% | -15.2% |
| 30D | -41.4% | -5.8% | -35.6% | -38.1% |
| 3M | -10.6% | -5.2% | -5.4% | -6.4% |
| 6M | -51.9% | +0.1% | -52.0% | -51.9% |
| YTD | -90.0% | +8.2% | -98.2% | -89.9% |
| 1Y | -97.2% | +10.1% | -107.3% | -97.2% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| All | -100.0% | +56.3% | -156.3% | -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 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