+148.4%
PM vs VST
+229.5%
-81.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.2% | +1.5% | -4.8% |
| 7D | -3.4% | -19.9% | +16.6% | -4.1% |
| 30D | +5.8% | -29.7% | +35.5% | +4.6% |
| 3M | +6.7% | -19.6% | +26.2% | +5.9% |
| 6M | +19.9% | -29.4% | +49.3% | +18.8% |
| YTD | +27.8% | -29.7% | +57.5% | +26.7% |
| 1Y | +39.4% | -40.0% | +79.4% | +37.8% |
| All | +148.4% | +229.5% | -81.1% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling