+174.9%
PBP vs VT
+345.0%
-170.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -1.2% |
| 7D | -3.7% | -4.2% | +0.5% | -1.3% |
| 30D | -3.6% | -5.8% | +2.2% | -0.3% |
| 3M | -1.1% | -5.2% | +4.2% | +2.0% |
| 6M | +4.4% | +0.1% | +4.2% | +4.1% |
| YTD | +7.6% | +8.2% | -0.6% | +2.5% |
| 1Y | +12.6% | +10.1% | +2.5% | +6.2% |
| 3Y | +45.6% | +69.7% | -24.0% | +7.1% |
| 5Y | +41.4% | +53.4% | -12.0% | +9.2% |
| 10Y | +103.3% | +219.2% | -115.9% | +4.5% |
| All | +174.9% | +345.0% | -170.1% | +22.9% |
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