+123.9%
PIM vs VT
+345.0%
-221.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.7% | +2.0% |
| 7D | +1.7% | -4.2% | +5.8% | +3.0% |
| 30D | +3.1% | -5.8% | +8.9% | +5.0% |
| 3M | +0.2% | -5.2% | +5.5% | +1.9% |
| 6M | +0.1% | +0.1% | 0.0% | -0.1% |
| YTD | -1.5% | +8.2% | -9.7% | -4.2% |
| 1Y | -0.2% | +10.1% | -10.3% | -3.5% |
| 3Y | +28.1% | +69.7% | -41.6% | +6.8% |
| 5Y | +15.1% | +53.4% | -38.2% | -1.6% |
| 10Y | +52.1% | +219.2% | -167.1% | -0.3% |
| All | +123.9% | +345.0% | -221.0% | +22.2% |
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