+763.1%
PM vs VRSN
+979.9%
-216.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | +5.2% | -0.3% | +5.5% | +5.0% |
| 6M | +3.7% | +23.0% | -19.3% | -2.0% |
| YTD | +15.8% | +21.3% | -5.6% | +9.4% |
| 1Y | +17.4% | +6.7% | +10.6% | +14.4% |
| 3Y | +116.9% | +45.0% | +72.0% | +93.1% |
| 5Y | +117.3% | +35.0% | +82.3% | +93.6% |
| 10Y | +193.8% | +276.3% | -82.6% | +98.4% |
| All | +763.1% | +979.9% | -216.8% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling