+272.5%
PM vs VGT
+716.3%
-443.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +0.5% | +2.5% | -1.9% | -0.1% |
| 30D | -3.2% | -9.5% | +6.3% | -1.1% |
| 3M | +6.2% | -9.5% | +15.7% | +8.3% |
| 6M | +7.7% | -1.8% | +9.4% | +6.8% |
| YTD | +27.3% | +18.4% | +8.9% | +19.5% |
| 1Y | +32.8% | +18.7% | +14.0% | +24.4% |
| 3Y | +150.0% | +103.8% | +46.2% | +89.6% |
| 5Y | +164.2% | +104.4% | +59.9% | +96.1% |
| All | +272.5% | +716.3% | -443.8% | +43.3% |
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