+168.1%
PM vs VMC
+42.5%
+125.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | +2.7% | +15.8% | -13.1% | +0.7% |
| 3M | +6.1% | +0.6% | +5.6% | +6.0% |
| 6M | +18.0% | -4.0% | +22.0% | +18.5% |
| YTD | +26.6% | -0.3% | +26.9% | +26.2% |
| 1Y | +36.7% | -0.5% | +37.2% | +36.2% |
| 3Y | +146.0% | +39.6% | +106.4% | +127.1% |
| All | +168.1% | +42.5% | +125.6% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling