-69.4%
PBW vs VT
+53.2%
-122.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.6% | +1.1% |
| 7D | -5.0% | -4.2% | -0.8% | +3.1% |
| 30D | -16.9% | -5.8% | -11.1% | -6.6% |
| 3M | -25.7% | -5.2% | -20.4% | -17.2% |
| 6M | -36.6% | +0.1% | -36.7% | -35.3% |
| YTD | -17.7% | +8.2% | -25.9% | -26.8% |
| 1Y | -23.4% | +10.1% | -33.5% | -33.7% |
| 3Y | -2.8% | +69.7% | -72.5% | -60.9% |
| 5Y | -69.4% | +53.4% | -122.8% | -83.9% |
| All | -69.4% | +53.2% | -122.6% | -83.9% |
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 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