+212.2%
PAAS vs VMC
+129.3%
+83.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -5.2% | -4.3% | -0.9% | -4.1% |
| 30D | -13.9% | +16.2% | -30.1% | -17.2% |
| 3M | -23.8% | -0.8% | -23.0% | -23.7% |
| 6M | -36.4% | +1.2% | -37.6% | -36.7% |
| YTD | -23.4% | +0.5% | -23.8% | -23.6% |
| 1Y | +5.6% | -2.9% | +8.5% | +6.0% |
| 3Y | +209.7% | +37.3% | +172.3% | +184.8% |
| 5Y | +55.6% | +48.8% | +6.8% | +38.6% |
| 10Y | +212.2% | +131.4% | +80.8% | +145.5% |
| All | +212.2% | +129.3% | +83.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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