-40.4%
PKX vs VT
+374.2%
-414.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.1% | +0.4% | +3.7% | +3.5% |
| 30D | +14.5% | +1.0% | +13.5% | +13.2% |
| 3M | -5.9% | +2.4% | -8.3% | -8.1% |
| 6M | +2.8% | +12.0% | -9.2% | -10.3% |
| YTD | +17.9% | +15.3% | +2.6% | -1.1% |
| 1Y | +21.2% | +22.6% | -1.3% | -6.0% |
| 3Y | -37.7% | +74.7% | -112.3% | -69.3% |
| 5Y | -6.7% | +66.1% | -72.9% | -51.2% |
| 10Y | +36.0% | +225.0% | -189.0% | -70.3% |
| All | -40.4% | +374.2% | -414.6% | -92.3% |
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