+202.7%
PAAS vs VMC
+149.2%
+53.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -0.1% | -9.1% | +9.0% | +2.4% |
| 3M | +8.2% | -4.1% | +12.4% | +9.3% |
| 6M | -13.8% | -5.5% | -8.3% | -12.6% |
| YTD | -0.6% | -8.9% | +8.3% | +1.6% |
| 1Y | +44.0% | -12.9% | +56.9% | +48.6% |
| 3Y | +246.6% | +22.1% | +224.4% | +227.5% |
| 5Y | +116.1% | +52.7% | +63.4% | +92.2% |
| 10Y | +202.7% | +152.7% | +50.0% | +121.9% |
| All | +202.7% | +149.2% | +53.5% | +121.9% |
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