+20.1%
PK vs VT
+57.5%
-37.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -1.6% | -0.1% | -1.4% | -1.1% |
| 30D | +8.5% | -3.1% | +11.6% | +13.8% |
| 3M | +15.3% | -3.5% | +18.8% | +21.4% |
| 6M | +50.4% | +0.5% | +49.9% | +48.4% |
| YTD | +66.7% | +10.8% | +55.9% | +41.4% |
| 1Y | +65.7% | +11.9% | +53.8% | +38.4% |
| 3Y | +77.0% | +73.0% | +4.0% | -24.4% |
| 5Y | +20.1% | +58.6% | -38.5% | -36.8% |
| All | +20.1% | +57.5% | -37.4% | -36.8% |
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