-100.0%
PBM price history and return analytics
+64.6%
-164.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.7% |
| 7D | +10.8% | -0.1% | +10.9% | +10.9% |
| 30D | +39.1% | -0.7% | +39.8% | +39.6% |
| 3M | +45.3% | +4.0% | +41.3% | +40.3% |
| 6M | +89.8% | +12.3% | +77.5% | +72.1% |
| YTD | -83.5% | +14.0% | -97.6% | -84.1% |
| 1Y | -95.6% | +20.3% | -115.9% | -95.9% |
| 3Y | -100.0% | +75.4% | -175.4% | -100.0% |
| All | -100.0% | +64.6% | -164.6% | -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 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