+17.4%
PM vs VSXY
+224.6%
-207.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -1.9% |
| 7D | -4.9% | -14.0% | +9.1% | -5.0% |
| 30D | -3.4% | -15.9% | +12.5% | -3.6% |
| 3M | +5.2% | +3.4% | +1.8% | +5.6% |
| 6M | +3.7% | +25.9% | -22.2% | +4.9% |
| YTD | +15.8% | +39.5% | -23.7% | +18.0% |
| 1Y | +17.4% | +194.4% | -177.0% | +26.3% |
| All | +17.4% | +224.6% | -207.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling