+268.2%
PM vs VST
+1,153.0%
-884.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.4% | +19.2% | -21.6% | -3.8% |
| 30D | -1.3% | -17.2% | +15.8% | -0.2% |
| 3M | +6.5% | -8.1% | +14.7% | +6.7% |
| 6M | +7.0% | -8.1% | +15.1% | +6.7% |
| YTD | +25.8% | -16.3% | +42.1% | +25.8% |
| 1Y | +30.9% | -24.1% | +55.0% | +32.0% |
| 3Y | +148.0% | +300.2% | -152.3% | +72.4% |
| 5Y | +161.2% | +645.9% | -484.7% | +54.7% |
| All | +268.2% | +1,153.0% | -884.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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