+127.5%
PM vs VGT
+134.6%
-7.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | -2.6% | -0.3% | -2.2% | -2.5% |
| 3M | +5.8% | +3.4% | +2.4% | +5.6% |
| 6M | +10.6% | +35.0% | -24.4% | +7.6% |
| YTD | +17.2% | +28.8% | -11.6% | +14.5% |
| 1Y | +17.6% | +38.0% | -20.3% | +13.9% |
| 3Y | +124.3% | +125.8% | -1.5% | +97.2% |
| All | +127.5% | +134.6% | -7.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling