+209.3%
PM vs VST
+1,175.7%
-966.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.3% |
| 7D | -4.9% | +8.9% | -13.8% | -5.6% |
| 30D | -3.4% | +6.2% | -9.6% | -3.9% |
| 3M | +5.2% | -2.7% | +7.9% | +5.1% |
| 6M | +3.7% | -8.4% | +12.1% | +3.8% |
| YTD | +15.8% | -7.2% | +23.0% | +15.4% |
| 1Y | +17.4% | -20.9% | +38.3% | +18.3% |
| 3Y | +116.9% | +384.0% | -267.1% | +48.4% |
| 5Y | +117.3% | +757.1% | -639.7% | +28.0% |
| All | +209.3% | +1,175.7% | -966.5% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling