+826.4%
PM vs VRSN
+1,050.3%
-223.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -6.6% | -0.9% | -5.7% | -6.4% |
| 30D | -3.4% | +2.4% | -5.9% | -4.0% |
| 3M | +5.3% | +6.4% | -1.0% | +3.6% |
| 6M | +15.5% | +8.6% | +7.0% | +12.7% |
| YTD | +24.3% | +29.3% | -5.0% | +15.5% |
| 1Y | +29.7% | +27.2% | +2.5% | +21.0% |
| 3Y | +144.9% | +52.8% | +92.1% | +115.1% |
| 5Y | +159.0% | +36.7% | +122.3% | +130.3% |
| 10Y | +250.9% | +290.8% | -39.9% | +134.7% |
| All | +826.4% | +1,050.3% | -223.8% | +308.5% |
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 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