+258.0%
PM vs VST
+929.5%
-671.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.8% | +15.4% | +2.6% |
| 7D | +4.3% | -15.7% | +20.0% | +5.5% |
| 30D | +11.5% | -17.0% | +28.5% | +12.6% |
| 3M | +13.0% | -15.9% | +28.9% | +14.0% |
| 6M | +25.9% | -25.0% | +50.9% | +27.7% |
| YTD | +34.0% | -25.1% | +59.1% | +35.3% |
| 1Y | +46.9% | -34.9% | +81.7% | +50.1% |
| 3Y | +158.9% | +252.7% | -93.8% | +83.3% |
| 5Y | +181.3% | +582.3% | -401.0% | +68.7% |
| 10Y | +258.7% | +1,076.6% | -817.9% | +104.1% |
| All | +258.0% | +929.5% | -671.5% | +103.7% |
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