+143.0%
PM vs VLTO
+54.8%
+88.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.2% | +5.4% | -10.6% | -6.2% |
| 30D | +2.7% | +22.3% | -19.6% | -1.5% |
| 3M | +5.2% | +19.6% | -14.4% | +1.4% |
| 6M | +17.0% | +35.2% | -18.2% | +10.2% |
| YTD | +25.5% | +17.9% | +7.6% | +21.0% |
| 1Y | +35.5% | +19.5% | +16.0% | +30.3% |
| 3Y | +143.9% | +73.9% | +70.0% | +119.4% |
| All | +143.0% | +54.8% | +88.1% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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