+84.5%
PAM vs VT
+215.5%
-131.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -12.5% | -2.3% | -10.2% | -10.5% |
| 30D | -20.6% | -5.0% | -15.7% | -16.5% |
| 3M | -23.3% | -4.9% | -18.4% | -19.5% |
| 6M | -23.8% | -1.5% | -22.2% | -23.2% |
| YTD | -28.2% | +8.5% | -36.7% | -35.4% |
| 1Y | -27.0% | +11.4% | -38.4% | -36.3% |
| 3Y | +72.4% | +70.1% | +2.3% | -4.5% |
| 5Y | +251.3% | +53.7% | +197.5% | +116.4% |
| All | +84.5% | +215.5% | -131.0% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling