+126.5%
PM vs VSXY
+19.2%
+107.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.6% |
| 7D | -1.2% | -10.7% | +9.5% | -1.0% |
| 30D | -0.2% | -24.3% | +24.1% | +0.3% |
| 3M | +4.9% | +1.0% | +3.9% | +4.9% |
| 6M | +9.0% | +57.4% | -48.3% | +8.0% |
| YTD | +17.8% | +39.8% | -22.0% | +16.9% |
| 1Y | +16.8% | +196.5% | -179.7% | +13.7% |
| 3Y | +125.4% | +357.2% | -231.8% | +106.4% |
| All | +126.5% | +19.2% | +107.3% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling