+229.1%
PKE vs VT
+223.7%
+5.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +3.5% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -6.4% | -2.6% | -3.8% | -4.3% |
| 3M | -34.2% | -3.2% | -30.9% | -32.4% |
| 6M | -25.9% | +0.9% | -26.9% | -26.3% |
| YTD | +17.8% | +11.3% | +6.5% | +8.7% |
| 1Y | +31.5% | +14.0% | +17.5% | +19.2% |
| 3Y | +82.8% | +75.8% | +7.0% | +19.8% |
| 5Y | +120.0% | +57.8% | +62.2% | +55.1% |
| 10Y | +229.1% | +219.8% | +9.3% | +40.0% |
| All | +229.1% | +223.7% | +5.4% | +40.0% |
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