+159.0%
PM vs VST
+644.1%
-485.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -6.6% | -6.0% | -0.6% | -6.6% |
| 30D | -3.4% | -18.8% | +15.3% | -3.5% |
| 3M | +5.3% | -8.0% | +13.4% | +5.2% |
| 6M | +15.5% | -10.9% | +26.5% | +15.3% |
| YTD | +24.3% | -18.3% | +42.6% | +24.1% |
| 1Y | +29.7% | -29.9% | +59.6% | +29.8% |
| 3Y | +144.9% | +290.3% | -145.4% | +104.2% |
| 5Y | +159.0% | +635.3% | -476.3% | +97.3% |
| All | +159.0% | +644.1% | -485.1% | +97.3% |
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