-44.7%
PUBM vs VT
+96.8%
-141.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.4% |
| 7D | +0.1% | +1.0% | -0.9% | -1.6% |
| 30D | -8.4% | -0.2% | -8.1% | -8.1% |
| 3M | +44.9% | +4.5% | +40.4% | +33.6% |
| 6M | +82.8% | +14.1% | +68.8% | +42.4% |
| YTD | +83.7% | +14.8% | +68.9% | +40.9% |
| 1Y | +90.5% | +21.2% | +69.3% | +32.9% |
| 3Y | +26.0% | +76.6% | -50.6% | -57.7% |
| 5Y | -42.5% | +66.6% | -109.1% | -75.3% |
| All | -44.7% | +96.8% | -141.4% | -81.5% |
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