+168.1%
PM vs VO
+32.6%
+135.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.2% | -2.6% | -2.7% | -4.4% |
| 30D | +2.7% | -0.9% | +3.6% | +3.0% |
| 3M | +6.1% | -3.0% | +9.1% | +7.1% |
| 6M | +18.0% | +2.2% | +15.8% | +17.0% |
| YTD | +26.6% | +10.6% | +16.0% | +22.3% |
| 1Y | +36.7% | +12.5% | +24.2% | +31.3% |
| 3Y | +146.0% | +61.4% | +84.6% | +104.0% |
| All | +168.1% | +32.6% | +135.5% | +126.8% |
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