+124.3%
PM vs VGT
+126.0%
-1.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.1% |
| 30D | -2.6% | -0.3% | -2.2% | -2.5% |
| 3M | +5.8% | +3.4% | +2.4% | +6.4% |
| 6M | +10.6% | +35.0% | -24.4% | +11.9% |
| YTD | +17.2% | +28.8% | -11.6% | +18.5% |
| 1Y | +17.6% | +38.0% | -20.3% | +19.0% |
| 3Y | +124.3% | +125.8% | -1.5% | +108.4% |
| All | +124.3% | +126.0% | -1.7% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling