+69.4%
PKBK vs VT
+53.4%
+16.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +1.6% |
| 30D | +0.9% | -5.0% | +5.9% | +4.1% |
| 3M | -4.3% | -4.9% | +0.6% | -1.4% |
| 6M | +7.5% | -1.5% | +9.0% | +8.0% |
| YTD | +33.7% | +8.5% | +25.2% | +25.8% |
| 1Y | +54.6% | +11.4% | +43.2% | +42.9% |
| 3Y | +108.3% | +70.1% | +38.2% | +48.0% |
| All | +69.4% | +53.4% | +16.0% | +22.7% |
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 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