+111.5%
PKE vs VT
+57.0%
+54.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +4.1% | +2.4% | +1.7% | +2.2% |
| 30D | -7.6% | -1.5% | -6.1% | -6.3% |
| 3M | -34.5% | -4.1% | -30.3% | -32.2% |
| 6M | -28.2% | +0.6% | -28.8% | -28.4% |
| YTD | +16.1% | +11.0% | +5.0% | +7.6% |
| 1Y | +29.9% | +13.3% | +16.5% | +18.7% |
| 3Y | +78.3% | +73.4% | +4.9% | +24.4% |
| All | +111.5% | +57.0% | +54.5% | +54.0% |
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 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