+288.8%
PAM vs VT
+57.9%
+230.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -9.1% | -1.6% | -7.5% | -7.7% |
| 30D | -10.3% | -2.5% | -7.8% | -8.2% |
| 3M | -21.0% | -1.3% | -19.7% | -20.3% |
| 6M | -13.6% | +3.1% | -16.6% | -16.5% |
| YTD | -22.6% | +10.9% | -33.5% | -30.8% |
| 1Y | -22.7% | +12.1% | -34.7% | -31.6% |
| 3Y | +78.6% | +73.9% | +4.7% | +6.9% |
| All | +288.8% | +57.9% | +230.9% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling