-99.9%
PAVM vs VT
+211.8%
-311.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.6% | -2.6% |
| 7D | -21.3% | -4.2% | -17.1% | -18.0% |
| 30D | -42.1% | -5.8% | -36.3% | -38.5% |
| 3M | -69.2% | -5.2% | -64.0% | -67.5% |
| 6M | -80.7% | +0.1% | -80.9% | -81.0% |
| YTD | -76.6% | +8.2% | -84.9% | -78.6% |
| 1Y | -85.3% | +10.1% | -95.4% | -86.8% |
| 3Y | -98.7% | +69.7% | -168.4% | -99.2% |
| 5Y | -99.9% | +53.4% | -153.3% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -99.9% | +211.8% | -311.8% | -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 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