+205.5%
PAM vs VT
+224.5%
-19.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.4% | +0.4% | +5.0% | +4.8% |
| 30D | +1.2% | +1.0% | +0.2% | 0.0% |
| 3M | +0.3% | +2.4% | -2.1% | -2.5% |
| 6M | +9.6% | +12.0% | -2.4% | -4.2% |
| YTD | -4.2% | +15.3% | -19.5% | -18.9% |
| 1Y | +24.7% | +22.6% | +2.1% | -1.3% |
| 3Y | +85.0% | +74.7% | +10.4% | +0.4% |
| 5Y | +399.1% | +66.1% | +333.0% | +184.4% |
| All | +205.5% | +224.5% | -19.0% | -16.8% |
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