+16.2%
PM vs VMC
-12.5%
+28.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -2.6% | -9.1% | +6.5% | -1.5% |
| 3M | +5.8% | -4.1% | +9.9% | +6.3% |
| 6M | +10.6% | -5.5% | +16.1% | +11.2% |
| YTD | +17.2% | -8.9% | +26.1% | +18.5% |
| All | +16.2% | -12.5% | +28.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling