+162.6%
PM vs VSXY
+93.0%
+69.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +0.5% | -1.7% | +2.3% | +0.6% |
| 30D | -3.2% | +20.1% | -23.3% | -3.5% |
| 3M | +6.2% | +16.6% | -10.4% | +5.9% |
| 6M | +7.7% | +134.9% | -127.3% | +6.0% |
| YTD | +27.3% | +96.0% | -68.7% | +25.5% |
| 1Y | +32.8% | +203.8% | -171.0% | +29.6% |
| 3Y | +150.0% | +465.3% | -315.3% | +132.2% |
| 5Y | +164.2% | +106.3% | +57.9% | +157.8% |
| All | +162.6% | +93.0% | +69.5% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling