+37.0%
PL vs VMC
+43.6%
-6.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.6% | +11.9% | +12.5% |
| 7D | +10.9% | +0.3% | +10.6% | +10.6% |
| 30D | -16.4% | +18.6% | -34.9% | -27.4% |
| 3M | -39.9% | +2.0% | -42.0% | -41.4% |
| 6M | -63.2% | +2.6% | -65.8% | -65.2% |
| YTD | -27.1% | +2.3% | -29.4% | -32.7% |
| 1Y | +12.2% | +1.7% | +10.5% | +4.7% |
| 3Y | +584.3% | +41.7% | +542.6% | +387.6% |
| 5Y | +37.0% | +46.6% | -9.6% | -10.2% |
| All | +37.0% | +43.6% | -6.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling