+93.3%
PAM vs VT
+231.8%
-138.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -7.2% |
| 7D | -14.1% | -0.3% | -13.8% | -13.9% |
| 30D | -18.9% | -1.4% | -17.5% | -17.8% |
| 3M | -23.5% | -1.4% | -22.1% | -22.7% |
| 6M | -19.4% | +5.5% | -24.8% | -24.5% |
| YTD | -26.7% | +12.8% | -39.6% | -36.8% |
| 1Y | -25.9% | +15.4% | -41.3% | -37.7% |
| 3Y | +69.1% | +76.9% | -7.8% | -10.1% |
| 5Y | +268.0% | +60.4% | +207.6% | +116.8% |
| 10Y | +93.3% | +232.8% | -139.5% | -56.7% |
| All | +93.3% | +231.8% | -138.5% | -56.7% |
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