+211.8%
PM vs VMC
+146.8%
+65.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | -1.2% | -5.3% | +4.1% | -0.1% |
| 30D | -0.2% | -12.3% | +12.1% | +2.5% |
| 3M | +4.9% | -10.3% | +15.2% | +7.0% |
| 6M | +9.0% | -8.6% | +17.6% | +10.5% |
| YTD | +17.8% | -11.9% | +29.7% | +20.1% |
| 1Y | +16.8% | -13.9% | +30.7% | +19.5% |
| 3Y | +125.4% | +18.2% | +107.3% | +111.2% |
| 5Y | +128.7% | +47.7% | +80.9% | +99.6% |
| 10Y | +211.8% | +152.5% | +59.3% | +129.5% |
| All | +211.8% | +146.8% | +65.1% | +129.5% |
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