+208.8%
PM vs VRSN
+293.8%
-85.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +1.9% | -1.5% | +3.5% | +2.3% |
| 30D | +1.9% | +0.7% | +1.2% | +1.7% |
| 3M | +4.6% | +0.6% | +4.0% | +4.2% |
| 6M | +11.7% | +21.7% | -10.1% | +5.4% |
| YTD | +20.4% | +20.0% | +0.4% | +13.7% |
| 1Y | +19.0% | +3.2% | +15.8% | +17.0% |
| 3Y | +130.4% | +42.4% | +88.0% | +103.7% |
| 5Y | +131.5% | +33.0% | +98.5% | +104.5% |
| All | +208.8% | +293.8% | -85.0% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling