+168.1%
PM vs VCIT
+3.2%
+164.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | +6.1% | -1.4% | +7.6% | +7.1% |
| 6M | +18.0% | -2.1% | +20.1% | +19.5% |
| YTD | +26.6% | -1.6% | +28.2% | +27.9% |
| 1Y | +36.7% | -0.9% | +37.6% | +37.5% |
| 3Y | +146.0% | +20.0% | +126.0% | +120.9% |
| All | +168.1% | +3.2% | +164.9% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling