-99.8%
PPBT vs VT
+57.0%
-156.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.7% |
| 7D | +24.4% | +2.4% | +22.1% | +22.7% |
| 30D | +32.5% | -1.5% | +34.0% | +33.6% |
| 3M | +9.0% | -4.1% | +13.2% | +11.8% |
| 6M | -58.7% | +0.6% | -59.3% | -59.6% |
| YTD | -75.2% | +11.0% | -86.3% | -77.4% |
| 1Y | -78.0% | +13.3% | -91.3% | -80.3% |
| 3Y | -99.2% | +73.4% | -172.6% | -99.5% |
| All | -99.8% | +57.0% | -156.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling