-70.0%
PBW vs VT
+57.0%
-127.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -1.9% |
| 7D | -4.6% | +2.4% | -7.0% | -8.7% |
| 30D | -2.9% | -1.5% | -1.4% | +0.2% |
| 3M | -27.5% | -4.1% | -23.4% | -20.9% |
| 6M | -39.6% | +0.6% | -40.1% | -38.9% |
| YTD | -16.8% | +11.0% | -27.8% | -29.4% |
| 1Y | -15.4% | +13.3% | -28.8% | -30.8% |
| 3Y | +6.7% | +73.4% | -66.7% | -58.7% |
| All | -70.0% | +57.0% | -127.0% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling