+232.4%
PM vs VCIT
+28.8%
+203.6%
-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 | +6.1% | -1.4% | +7.6% | +7.3% |
| 6M | +18.0% | -2.1% | +20.1% | +19.9% |
| YTD | +26.6% | -1.6% | +28.2% | +28.1% |
| 1Y | +36.7% | -0.9% | +37.6% | +37.6% |
| 3Y | +146.0% | +20.0% | +126.0% | +113.7% |
| 5Y | +164.1% | +3.1% | +160.9% | +159.8% |
| All | +232.4% | +28.8% | +203.6% | +186.1% |
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