+122.5%
PM vs VMC
+25.7%
+96.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -4.9% | -4.3% | -0.6% | -4.5% |
| 30D | -3.4% | -8.2% | +4.9% | -2.7% |
| 3M | +5.2% | -7.0% | +12.2% | +5.7% |
| 6M | +3.7% | -10.8% | +14.5% | +4.6% |
| YTD | +15.8% | -7.4% | +23.2% | +16.4% |
| 1Y | +17.4% | -9.5% | +26.9% | +18.1% |
| All | +122.5% | +25.7% | +96.8% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling