+763.1%
PM vs VIG
+605.3%
+157.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -4.9% | -0.4% | -4.4% | -4.6% |
| 30D | -3.4% | -1.0% | -2.4% | -2.7% |
| 3M | +5.2% | +2.8% | +2.4% | +3.0% |
| 6M | +3.7% | +8.2% | -4.5% | -2.3% |
| YTD | +15.8% | +11.0% | +4.7% | +7.0% |
| 1Y | +17.4% | +16.1% | +1.2% | +4.6% |
| 3Y | +116.9% | +56.2% | +60.8% | +52.3% |
| 5Y | +117.3% | +63.0% | +54.3% | +45.8% |
| 10Y | +193.8% | +241.4% | -47.7% | +10.5% |
| All | +763.1% | +605.3% | +157.8% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling