+250.9%
PM vs VMC
+136.9%
+114.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -6.6% | +1.1% | -7.8% | -6.9% |
| 30D | -3.4% | +17.7% | -21.1% | -6.8% |
| 3M | +5.3% | +1.1% | +4.3% | +4.9% |
| 6M | +15.5% | +1.8% | +13.7% | +14.5% |
| YTD | +24.3% | +1.5% | +22.8% | +22.8% |
| 1Y | +29.7% | -1.1% | +30.8% | +28.9% |
| 3Y | +144.9% | +38.8% | +106.1% | +120.9% |
| 5Y | +159.0% | +49.6% | +109.5% | +125.7% |
| 10Y | +250.9% | +130.6% | +120.3% | +153.6% |
| All | +250.9% | +136.9% | +114.1% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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