+237.7%
PBT vs VT
+345.0%
-107.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.9% |
| 7D | -12.1% | -4.2% | -7.9% | -9.5% |
| 30D | -15.0% | -5.8% | -9.2% | -11.4% |
| 3M | -17.3% | -5.2% | -12.0% | -14.3% |
| 6M | +23.2% | +0.1% | +23.1% | +22.0% |
| YTD | +69.6% | +8.2% | +61.4% | +57.9% |
| 1Y | +61.5% | +10.1% | +51.4% | +48.5% |
| 3Y | +64.7% | +69.7% | -5.0% | +10.1% |
| 5Y | +307.8% | +53.4% | +254.4% | +191.6% |
| 10Y | +616.5% | +219.2% | +397.3% | +201.9% |
| All | +237.7% | +345.0% | -107.3% | -15.6% |
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