+763.1%
PM vs VMC
+402.3%
+360.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -4.9% | -4.3% | -0.6% | -4.0% |
| 30D | -3.4% | -8.2% | +4.9% | -1.7% |
| 3M | +5.2% | -7.0% | +12.2% | +6.5% |
| 6M | +3.7% | -10.8% | +14.5% | +5.7% |
| YTD | +15.8% | -7.4% | +23.2% | +16.8% |
| 1Y | +17.4% | -9.5% | +26.9% | +18.8% |
| 3Y | +116.9% | +20.5% | +96.5% | +103.8% |
| 5Y | +117.3% | +51.6% | +65.8% | +91.6% |
| 10Y | +193.8% | +150.0% | +43.7% | +122.4% |
| All | +763.1% | +402.3% | +360.8% | +411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling