+235.6%
PM vs VST
+996.4%
-760.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.2% | +1.5% | -4.2% |
| 7D | -3.4% | -19.9% | +16.6% | -1.8% |
| 30D | +5.8% | -29.7% | +35.5% | +8.4% |
| 3M | +6.7% | -19.6% | +26.2% | +7.9% |
| 6M | +19.9% | -29.4% | +49.3% | +22.2% |
| YTD | +27.8% | -29.7% | +57.5% | +29.6% |
| 1Y | +39.4% | -40.0% | +79.4% | +43.4% |
| 3Y | +146.9% | +231.0% | -84.1% | +74.9% |
| 5Y | +166.6% | +500.1% | -333.4% | +62.1% |
| All | +235.6% | +996.4% | -760.8% | +88.6% |
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