+693.4%
PM vs VCIT
+98.3%
+595.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -4.9% | -0.3% | -4.5% | -4.7% |
| 30D | -3.4% | -0.8% | -2.6% | -3.0% |
| 3M | +5.2% | -1.0% | +6.2% | +5.7% |
| 6M | +3.7% | -1.8% | +5.6% | +4.7% |
| YTD | +15.8% | -0.7% | +16.5% | +16.2% |
| 1Y | +17.4% | +1.0% | +16.4% | +16.8% |
| 3Y | +116.9% | +18.8% | +98.1% | +99.0% |
| 5Y | +117.3% | +3.5% | +113.8% | +110.8% |
| 10Y | +193.8% | +29.2% | +164.5% | +170.9% |
| All | +693.4% | +98.3% | +595.1% | +838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling