+198.6%
PM vs VO
+192.5%
+6.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -2.6% | -1.1% | -1.5% | -2.0% |
| 3M | +5.8% | +4.5% | +1.2% | +3.1% |
| 6M | +10.6% | +11.1% | -0.5% | +4.1% |
| YTD | +17.2% | +13.5% | +3.6% | +8.9% |
| 1Y | +17.6% | +14.5% | +3.2% | +8.6% |
| 3Y | +124.3% | +58.1% | +66.1% | +68.3% |
| 5Y | +125.1% | +43.3% | +81.8% | +76.3% |
| 10Y | +198.6% | +193.2% | +5.4% | +39.9% |
| All | +198.6% | +192.5% | +6.2% | +39.9% |
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