+763.1%
PM vs VO
+566.5%
+196.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | -3.4% | -0.3% | -3.0% | -3.2% |
| 3M | +5.2% | +2.9% | +2.2% | +3.4% |
| 6M | +3.7% | +9.3% | -5.6% | -1.4% |
| YTD | +15.8% | +14.2% | +1.6% | +7.4% |
| 1Y | +17.4% | +15.3% | +2.1% | +8.2% |
| 3Y | +116.9% | +56.2% | +60.7% | +66.8% |
| 5Y | +117.3% | +42.4% | +74.9% | +72.8% |
| 10Y | +193.8% | +194.7% | -1.0% | +53.1% |
| All | +763.1% | +566.5% | +196.7% | +183.3% |
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