+76.7%
PBW vs VT
+215.5%
-138.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +5.7% |
| 7D | +4.0% | -2.3% | +6.3% | +8.1% |
| 30D | -9.3% | -5.0% | -4.3% | -1.1% |
| 3M | -21.3% | -4.9% | -16.4% | -14.1% |
| 6M | -33.6% | -1.5% | -32.0% | -30.4% |
| YTD | -12.7% | +8.5% | -21.2% | -21.1% |
| 1Y | -15.0% | +11.4% | -26.4% | -26.0% |
| 3Y | +6.0% | +70.1% | -64.1% | -50.6% |
| 5Y | -67.6% | +53.7% | -121.3% | -81.5% |
| All | +76.7% | +215.5% | -138.8% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling