+775.8%
PM vs VCIT
+96.6%
+679.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.7% |
| 7D | -3.4% | +0.5% | -3.8% | -3.6% |
| 30D | +5.8% | +2.1% | +3.7% | +4.7% |
| 3M | +6.7% | -1.6% | +8.2% | +7.5% |
| 6M | +19.9% | -1.6% | +21.5% | +20.8% |
| YTD | +27.8% | -1.5% | +29.3% | +28.8% |
| 1Y | +39.4% | -0.4% | +39.8% | +39.7% |
| 3Y | +146.9% | +19.6% | +127.3% | +125.9% |
| 5Y | +166.6% | +3.3% | +163.4% | +159.0% |
| 10Y | +242.1% | +28.9% | +213.2% | +216.9% |
| All | +775.8% | +96.6% | +679.2% | +940.2% |
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