+116.1%
PAAS vs VMC
+52.4%
+63.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.1% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | -0.1% | -9.1% | +9.0% | +3.4% |
| 3M | +8.2% | -4.1% | +12.4% | +9.7% |
| 6M | -13.8% | -5.5% | -8.3% | -12.2% |
| YTD | -0.6% | -8.9% | +8.3% | +2.5% |
| 1Y | +44.0% | -12.9% | +56.9% | +50.2% |
| 3Y | +246.6% | +22.1% | +224.4% | +216.9% |
| 5Y | +116.1% | +52.7% | +63.4% | +76.2% |
| All | +116.1% | +52.4% | +63.7% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling