+32.8%
PM vs VST
-24.4%
+57.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.1% |
| 7D | +0.5% | +6.6% | -6.0% | +1.2% |
| 30D | -3.2% | -12.4% | +9.2% | -4.2% |
| 3M | +6.2% | -9.0% | +15.2% | +5.5% |
| 6M | +7.7% | -6.4% | +14.1% | +6.9% |
| YTD | +27.3% | -17.2% | +44.5% | +26.3% |
| 1Y | +32.8% | -22.0% | +54.8% | +31.0% |
| All | +32.8% | -24.4% | +57.2% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling