+272.5%
PM vs VST
+1,139.0%
-866.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +0.5% | +6.6% | -6.0% | 0.0% |
| 30D | -3.2% | -12.4% | +9.2% | -2.5% |
| 3M | +6.2% | -9.0% | +15.2% | +6.4% |
| 6M | +7.7% | -6.4% | +14.1% | +7.1% |
| YTD | +27.3% | -17.2% | +44.5% | +27.4% |
| 1Y | +32.8% | -22.0% | +54.8% | +33.5% |
| 3Y | +150.0% | +296.7% | -146.7% | +73.9% |
| 5Y | +164.2% | +637.6% | -473.3% | +56.7% |
| All | +272.5% | +1,139.0% | -866.6% | +109.0% |
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