+312.9%
PKG vs VT
+223.7%
+89.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.5% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | +10.4% | -2.6% | +13.0% | +12.9% |
| 3M | 0.0% | -3.2% | +3.2% | +2.9% |
| 6M | +14.8% | +0.9% | +13.8% | +13.5% |
| YTD | +25.7% | +11.3% | +14.4% | +13.6% |
| 1Y | +30.1% | +14.0% | +16.1% | +15.0% |
| 3Y | +76.4% | +75.8% | +0.5% | +4.0% |
| 5Y | +119.7% | +57.8% | +61.8% | +42.2% |
| 10Y | +312.9% | +219.8% | +93.1% | +39.6% |
| All | +312.9% | +223.7% | +89.2% | +39.6% |
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