+229.6%
PM vs VST
+1,112.0%
-882.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.6% | -12.3% | -2.6% |
| 7D | -5.2% | -9.8% | +4.6% | -4.6% |
| 30D | +2.7% | -25.1% | +27.8% | +4.7% |
| 3M | +5.2% | -11.6% | +16.8% | +5.7% |
| 6M | +17.0% | -20.9% | +37.9% | +18.2% |
| YTD | +25.5% | -22.3% | +47.8% | +26.3% |
| 1Y | +35.5% | -32.0% | +67.5% | +38.0% |
| 3Y | +143.9% | +262.4% | -118.5% | +71.7% |
| 5Y | +161.8% | +563.4% | -401.5% | +57.9% |
| All | +229.6% | +1,112.0% | -882.5% | +83.7% |
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