+600.3%
PKBK vs VT
+363.9%
+236.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.8% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +2.1% | -1.4% | +3.5% | +2.7% |
| 3M | -2.3% | -1.4% | -0.9% | -1.7% |
| 6M | +11.1% | +5.5% | +5.6% | +8.0% |
| YTD | +36.2% | +12.8% | +23.3% | +28.2% |
| 1Y | +58.7% | +15.4% | +43.2% | +47.7% |
| 3Y | +104.9% | +76.9% | +28.0% | +57.0% |
| 5Y | +69.7% | +60.4% | +9.3% | +35.0% |
| 10Y | +251.2% | +232.8% | +18.4% | +122.2% |
| All | +600.3% | +363.9% | +236.4% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling