+185.2%
PKE vs VT
+345.0%
-159.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.5% | -4.5% |
| 7D | -14.8% | -4.2% | -10.6% | -11.0% |
| 30D | -24.8% | -5.8% | -19.0% | -20.2% |
| 3M | -40.1% | -5.2% | -34.9% | -36.9% |
| 6M | -32.8% | +0.1% | -32.9% | -32.8% |
| YTD | +7.4% | +8.2% | -0.8% | -0.3% |
| 1Y | +17.9% | +10.1% | +7.8% | +7.7% |
| 3Y | +65.3% | +69.7% | -4.3% | -1.4% |
| 5Y | +100.1% | +53.4% | +46.8% | +28.8% |
| 10Y | +213.6% | +219.2% | -5.6% | -10.0% |
| All | +185.2% | +345.0% | -159.8% | -46.9% |
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