-30.0%
PUBM vs VT
+90.4%
-120.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.6% | +8.9% |
| 7D | +15.7% | +2.4% | +13.4% | +11.4% |
| 30D | +16.8% | -1.5% | +18.3% | +19.8% |
| 3M | +19.3% | -4.1% | +23.4% | +28.0% |
| 6M | +117.4% | +0.6% | +116.9% | +113.6% |
| YTD | +132.4% | +11.0% | +121.3% | +88.5% |
| 1Y | +124.6% | +13.3% | +111.3% | +75.3% |
| 3Y | +38.5% | +73.4% | -34.9% | -52.3% |
| 5Y | -47.7% | +57.4% | -105.1% | -74.9% |
| All | -30.0% | +90.4% | -120.4% | -75.3% |
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 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