+294.4%
PKE vs VT
+374.2%
-79.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.5% | +0.4% | -4.0% | -4.0% |
| 30D | -17.2% | +1.0% | -18.2% | -18.0% |
| 3M | -4.7% | +2.4% | -7.1% | -6.8% |
| 6M | +8.0% | +12.0% | -4.0% | -3.0% |
| YTD | +48.6% | +15.3% | +33.2% | +29.5% |
| 1Y | +64.0% | +22.6% | +41.4% | +35.1% |
| 3Y | +149.6% | +74.7% | +74.9% | +44.3% |
| 5Y | +173.9% | +66.1% | +107.7% | +62.7% |
| 10Y | +288.4% | +225.0% | +63.4% | +10.3% |
| All | +294.4% | +374.2% | -79.8% | -31.0% |
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 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