+763.1%
PM vs VGT
+2,236.1%
-1,473.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -4.9% | +1.0% | -5.9% | -5.2% |
| 30D | -3.4% | +1.3% | -4.7% | -4.0% |
| 3M | +5.2% | -1.1% | +6.3% | +4.6% |
| 6M | +3.7% | +32.6% | -28.9% | -8.4% |
| YTD | +15.8% | +29.0% | -13.2% | +3.1% |
| 1Y | +17.4% | +39.7% | -22.3% | +0.6% |
| 3Y | +116.9% | +120.9% | -4.0% | +46.8% |
| 5Y | +117.3% | +133.6% | -16.2% | +38.4% |
| 10Y | +193.8% | +792.6% | -598.8% | -12.4% |
| All | +763.1% | +2,236.1% | -1,473.0% | +44.9% |
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