-99.8%
PAVM vs VT
+232.3%
-332.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | +7.3% | +0.4% | +6.9% | +6.8% |
| 30D | +4.8% | +1.0% | +3.8% | +3.7% |
| 3M | -3.1% | +2.4% | -5.5% | -5.8% |
| 6M | -49.7% | +12.0% | -61.7% | -55.8% |
| YTD | -20.4% | +15.3% | -35.7% | -31.7% |
| 1Y | -60.4% | +22.6% | -82.9% | -67.9% |
| 3Y | -96.9% | +74.7% | -171.5% | -98.2% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| 10Y | -99.9% | +225.0% | -324.9% | -100.0% |
| All | -99.8% | +232.3% | -332.1% | -99.9% |
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