+843.8%
PM vs VO
+545.3%
+298.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.2% | -2.6% | -2.7% | -3.9% |
| 30D | +2.7% | -0.9% | +3.6% | +3.2% |
| 3M | +6.1% | -3.0% | +9.1% | +7.7% |
| 6M | +18.0% | +2.2% | +15.8% | +16.3% |
| YTD | +26.6% | +10.6% | +16.0% | +19.4% |
| 1Y | +36.7% | +12.5% | +24.2% | +27.7% |
| 3Y | +146.0% | +61.4% | +84.6% | +85.5% |
| 5Y | +164.1% | +33.4% | +130.7% | +117.6% |
| 10Y | +238.8% | +201.5% | +37.3% | +74.3% |
| All | +843.8% | +545.3% | +298.5% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling