+250.9%
PM vs VO
+197.4%
+53.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | -0.2% | -6.4% | -6.5% |
| 30D | -3.4% | +0.5% | -3.9% | -3.8% |
| 3M | +5.3% | -1.1% | +6.4% | +5.8% |
| 6M | +15.5% | +6.4% | +9.1% | +11.3% |
| YTD | +24.3% | +13.5% | +10.7% | +15.3% |
| 1Y | +29.7% | +13.6% | +16.1% | +20.3% |
| 3Y | +144.9% | +65.2% | +79.7% | +79.0% |
| 5Y | +159.0% | +37.7% | +121.3% | +108.8% |
| 10Y | +250.9% | +198.4% | +52.5% | +72.4% |
| All | +250.9% | +197.4% | +53.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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