+31.0%
PL vs VMC
+42.8%
-11.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.2% |
| 7D | +10.0% | -1.3% | +11.3% | +11.4% |
| 30D | -2.3% | +15.5% | -17.7% | -13.5% |
| 3M | -44.2% | +0.6% | -44.8% | -44.9% |
| 6M | -66.1% | +2.1% | -68.2% | -67.9% |
| YTD | -30.0% | -1.6% | -28.4% | -33.4% |
| 1Y | +21.0% | -1.2% | +22.2% | +15.0% |
| 3Y | +516.5% | +35.3% | +481.2% | +355.2% |
| All | +31.0% | +42.8% | -11.8% | -12.9% |
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