+210.9%
PM vs VGT
+820.0%
-609.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +4.7% | -0.2% | +4.8% | +4.7% |
| 30D | +2.6% | -0.4% | +3.1% | +2.6% |
| 3M | +6.6% | +4.4% | +2.1% | +4.9% |
| 6M | +16.5% | +32.1% | -15.6% | +6.9% |
| YTD | +21.2% | +28.8% | -7.6% | +11.8% |
| 1Y | +17.9% | +35.3% | -17.4% | +6.7% |
| 3Y | +129.8% | +124.8% | +5.1% | +69.9% |
| 5Y | +133.0% | +137.9% | -4.9% | +63.9% |
| All | +210.9% | +820.0% | -609.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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