+63.9%
PM vs VG
-46.6%
+110.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.2% |
| 7D | -7.1% | +5.5% | -12.6% | -6.9% |
| 30D | -2.8% | -3.6% | +0.8% | -2.8% |
| 3M | +6.3% | -4.0% | +10.3% | +6.3% |
| 6M | +9.6% | +9.4% | +0.3% | +10.4% |
| YTD | +25.6% | +86.6% | -61.0% | +29.2% |
| 1Y | +29.7% | +69.5% | -39.8% | +33.1% |
| All | +63.9% | -46.6% | +110.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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