+122.2%
PM vs VIG
+56.3%
+66.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -2.6% | -2.1% | -0.5% | -1.8% |
| 3M | +5.8% | +3.3% | +2.5% | +4.5% |
| 6M | +10.6% | +9.3% | +1.3% | +6.8% |
| YTD | +17.2% | +10.1% | +7.0% | +12.9% |
| 1Y | +17.6% | +14.7% | +2.9% | +11.6% |
| All | +122.2% | +56.3% | +66.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling