+787.5%
PKW vs VT
+374.2%
+413.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +2.6% | +1.0% | +1.6% | +1.7% |
| 3M | +10.7% | +2.4% | +8.3% | +8.2% |
| 6M | +11.6% | +12.0% | -0.4% | +0.8% |
| YTD | +14.7% | +15.3% | -0.6% | +0.9% |
| 1Y | +17.7% | +22.6% | -4.9% | -1.8% |
| 3Y | +68.6% | +74.7% | -6.1% | +3.7% |
| 5Y | +69.8% | +66.1% | +3.7% | +9.2% |
| 10Y | +261.0% | +225.0% | +36.0% | +37.8% |
| All | +787.5% | +374.2% | +413.4% | +146.7% |
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