+268.2%
PM vs VIG
+262.6%
+5.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.4% | +3.1% | -5.5% | -4.6% |
| 30D | -1.3% | +5.0% | -6.4% | -4.8% |
| 3M | +6.5% | +2.7% | +3.8% | +4.5% |
| 6M | +7.0% | +11.0% | -4.0% | -0.9% |
| YTD | +25.8% | +16.0% | +9.8% | +12.8% |
| 1Y | +30.9% | +16.3% | +14.6% | +17.1% |
| 3Y | +148.0% | +66.8% | +81.1% | +65.7% |
| 5Y | +161.2% | +64.8% | +96.4% | +74.5% |
| All | +268.2% | +262.6% | +5.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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