+21.1%
PL vs VMC
+42.5%
-21.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +11.1% |
| 7D | -6.8% | +0.5% | -7.4% | -7.6% |
| 30D | -29.3% | +15.8% | -45.1% | -37.7% |
| 3M | -44.8% | +0.6% | -45.3% | -45.6% |
| 6M | -68.4% | -4.0% | -64.4% | -68.4% |
| YTD | -36.4% | -0.3% | -36.1% | -40.2% |
| 1Y | +0.7% | -0.5% | +1.2% | -4.7% |
| 3Y | +455.3% | +39.6% | +415.7% | +299.3% |
| All | +21.1% | +42.5% | -21.3% | -19.2% |
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