+125.1%
PM vs VIG
+63.6%
+61.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -2.6% | -2.1% | -0.5% | -1.5% |
| 3M | +5.8% | +3.3% | +2.5% | +4.0% |
| 6M | +10.6% | +9.3% | +1.3% | +5.6% |
| YTD | +17.2% | +10.1% | +7.0% | +11.5% |
| 1Y | +17.6% | +14.7% | +2.9% | +9.5% |
| 3Y | +124.3% | +56.9% | +67.3% | +71.9% |
| 5Y | +125.1% | +62.9% | +62.2% | +63.2% |
| All | +125.1% | +63.6% | +61.5% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling