-96.9%
PBM price history and return analytics
+13.3%
-110.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | +9.3% | -1.6% | +10.9% | +13.4% |
| 30D | -36.2% | -2.5% | -33.7% | -32.5% |
| 3M | +4.4% | -1.3% | +5.7% | +5.3% |
| 6M | -47.4% | +3.1% | -50.5% | -54.0% |
| YTD | -88.8% | +10.9% | -99.8% | -86.9% |
| All | -96.9% | +13.3% | -110.2% | -96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling