+147.4%
PM vs VLTO
+54.1%
+93.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -3.4% | +12.0% | -15.4% | -5.6% |
| 30D | +5.8% | +20.8% | -15.0% | +1.8% |
| 3M | +6.7% | +20.1% | -13.5% | +2.7% |
| 6M | +19.9% | +32.6% | -12.7% | +13.3% |
| YTD | +27.8% | +17.3% | +10.5% | +23.4% |
| 1Y | +39.4% | +17.3% | +22.1% | +34.5% |
| 3Y | +146.9% | +66.9% | +80.0% | +123.6% |
| All | +147.4% | +54.1% | +93.3% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling