+304.3%
PBT vs VT
+374.2%
-69.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -1.0% | +1.0% | -1.9% | -1.7% |
| 3M | +17.7% | +2.4% | +15.3% | +15.3% |
| 6M | +65.2% | +12.0% | +53.2% | +50.6% |
| YTD | +103.1% | +15.3% | +87.7% | +81.1% |
| 1Y | +94.1% | +22.6% | +71.5% | +65.4% |
| 3Y | +77.9% | +74.7% | +3.3% | +16.8% |
| 5Y | +666.9% | +66.1% | +600.7% | +419.1% |
| 10Y | +772.1% | +225.0% | +547.1% | +263.2% |
| All | +304.3% | +374.2% | -69.9% | -3.2% |
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 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