+32.8%
PM vs VRSN
+26.4%
+6.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | -3.2% | +3.9% | -7.1% | -3.8% |
| 3M | +6.2% | +9.3% | -3.1% | +4.6% |
| 6M | +7.7% | +6.7% | +1.0% | +5.9% |
| YTD | +27.3% | +30.0% | -2.8% | +25.4% |
| 1Y | +32.8% | +26.0% | +6.8% | +32.5% |
| All | +32.8% | +26.4% | +6.4% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling