+35.5%
PM vs VG
+48.6%
-13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | -22.0% | +16.8% | -5.6% |
| 30D | +2.7% | -11.6% | +14.3% | +2.5% |
| 3M | +5.2% | -14.9% | +20.1% | +5.0% |
| 6M | +17.0% | -3.5% | +20.5% | +17.3% |
| YTD | +25.5% | +70.0% | -44.5% | +27.0% |
| 1Y | +35.5% | +50.0% | -14.5% | +36.8% |
| All | +35.5% | +48.6% | -13.1% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling