+117.4%
PM vs VO
+42.6%
+74.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.4% | -0.3% | -3.0% | -3.3% |
| 3M | +5.2% | +2.9% | +2.2% | +4.1% |
| 6M | +3.7% | +9.3% | -5.6% | +0.6% |
| YTD | +15.8% | +14.2% | +1.6% | +10.7% |
| 1Y | +17.4% | +15.3% | +2.1% | +11.7% |
| 3Y | +116.9% | +56.2% | +60.7% | +81.6% |
| All | +117.4% | +42.6% | +74.8% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling