+848.9%
PM vs VGT
+2,044.2%
-1,195.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | +0.5% | +2.5% | -1.9% | -0.4% |
| 30D | -3.2% | -9.5% | +6.3% | 0.0% |
| 3M | +6.2% | -9.5% | +15.7% | +9.4% |
| 6M | +7.7% | -1.8% | +9.4% | +6.4% |
| YTD | +27.3% | +18.4% | +8.9% | +16.4% |
| 1Y | +32.8% | +18.7% | +14.0% | +21.0% |
| 3Y | +150.0% | +103.8% | +46.2% | +73.4% |
| 5Y | +164.2% | +104.4% | +59.9% | +77.2% |
| 10Y | +265.7% | +716.9% | -451.2% | +12.0% |
| All | +848.9% | +2,044.2% | -1,195.3% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling