+22.2%
PK vs VT
+208.4%
-186.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +0.5% |
| 7D | -2.3% | +0.4% | -2.6% | -2.6% |
| 30D | +8.5% | -2.6% | +11.1% | +13.4% |
| 3M | +13.3% | -3.2% | +16.6% | +19.3% |
| 6M | +50.4% | +0.9% | +49.4% | +47.1% |
| YTD | +66.7% | +11.3% | +55.4% | +38.8% |
| 1Y | +67.1% | +14.0% | +53.1% | +33.9% |
| 3Y | +78.9% | +75.8% | +3.1% | -28.4% |
| 5Y | +18.2% | +57.8% | -39.6% | -41.5% |
| All | +22.2% | +208.4% | -186.3% | -74.7% |
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