-100.0%
PAVM vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +1.7% |
| 7D | -3.3% | -0.7% | -2.6% | -2.5% |
| 30D | -40.3% | -1.7% | -38.6% | -39.2% |
| 3M | -65.9% | -2.3% | -63.6% | -65.0% |
| 6M | -76.2% | +1.5% | -77.7% | -76.7% |
| YTD | -75.8% | +12.0% | -87.8% | -78.6% |
| 1Y | -84.7% | +12.9% | -97.6% | -86.6% |
| 3Y | -98.5% | +74.9% | -173.4% | -99.1% |
| 5Y | -99.9% | +59.9% | -159.8% | -100.0% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +224.4% | -324.3% | -100.0% |
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