-100.0%
PPBT vs VT
+221.8%
-321.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.7% |
| 7D | +24.4% | +2.4% | +22.1% | +22.1% |
| 30D | +32.5% | -1.5% | +34.0% | +33.9% |
| 3M | +9.0% | -4.1% | +13.2% | +12.7% |
| 6M | -58.7% | +0.6% | -59.3% | -60.0% |
| YTD | -75.2% | +11.0% | -86.3% | -77.9% |
| 1Y | -78.0% | +13.3% | -91.3% | -80.7% |
| 3Y | -99.2% | +73.4% | -172.6% | -99.5% |
| 5Y | -99.8% | +57.4% | -157.2% | -99.9% |
| All | -100.0% | +221.8% | -321.7% | -100.0% |
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 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