+447.7%
PAM vs VT
+432.5%
+15.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| YTD | -22.6% | +10.9% | -33.5% | -30.5% |
| 1Y | -22.7% | +12.1% | -34.7% | -31.2% |
| 3Y | +78.6% | +73.9% | +4.7% | +6.8% |
| 5Y | +276.4% | +58.0% | +218.5% | +144.1% |
| 10Y | +104.4% | +225.5% | -121.0% | -26.5% |
| All | +447.7% | +432.5% | +15.2% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling