+229.6%
PM vs VCIT
+28.8%
+200.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | +2.7% | +1.9% | +0.8% | +1.2% |
| 3M | +5.2% | -1.4% | +6.7% | +6.4% |
| 6M | +17.0% | -2.1% | +19.1% | +18.9% |
| YTD | +25.5% | -1.6% | +27.1% | +27.1% |
| 1Y | +35.5% | -0.9% | +36.4% | +36.4% |
| 3Y | +143.9% | +20.0% | +123.9% | +111.9% |
| 5Y | +161.8% | +3.1% | +158.7% | +157.6% |
| All | +229.6% | +28.8% | +200.8% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling