+835.7%
PM vs VO
+545.3%
+290.4%
-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 | +5.2% | -3.0% | +8.2% | +6.8% |
| 6M | +17.0% | +2.2% | +14.8% | +15.3% |
| YTD | +25.5% | +10.6% | +14.9% | +18.4% |
| 1Y | +35.5% | +12.5% | +23.0% | +26.6% |
| 3Y | +143.9% | +61.4% | +82.5% | +83.9% |
| 5Y | +161.8% | +33.4% | +128.4% | +115.7% |
| 10Y | +235.9% | +201.5% | +34.4% | +72.8% |
| All | +835.7% | +545.3% | +290.4% | +212.1% |
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