+117.4%
PM vs VST
+761.6%
-644.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.0% |
| 7D | -4.9% | +8.9% | -13.8% | -4.9% |
| 30D | -3.4% | +6.2% | -9.6% | -3.4% |
| 3M | +5.2% | -2.7% | +7.9% | +5.2% |
| 6M | +3.7% | -8.4% | +12.1% | +3.7% |
| YTD | +15.8% | -7.2% | +23.0% | +15.7% |
| 1Y | +17.4% | -20.9% | +38.3% | +17.5% |
| 3Y | +116.9% | +384.0% | -267.1% | +77.5% |
| All | +117.4% | +761.6% | -644.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling