+13.9%
PK vs VT
+53.4%
-39.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | -5.2% | -2.3% | -2.9% | -1.7% |
| 30D | +3.6% | -5.0% | +8.5% | +11.7% |
| 3M | +11.5% | -4.9% | +16.4% | +19.8% |
| 6M | +45.1% | -1.5% | +46.6% | +47.3% |
| YTD | +59.4% | +8.5% | +50.9% | +39.3% |
| 1Y | +68.0% | +11.4% | +56.6% | +41.0% |
| 3Y | +65.6% | +70.1% | -4.5% | -27.6% |
| All | +13.9% | +53.4% | -39.5% | -36.5% |
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