+138.8%
PM vs VSXY
+37.4%
+101.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.0% |
| 7D | -4.9% | -14.0% | +9.1% | -4.6% |
| 30D | -3.4% | -15.9% | +12.5% | -3.1% |
| 3M | +5.2% | +3.4% | +1.8% | +5.1% |
| 6M | +3.7% | +25.9% | -22.2% | +3.2% |
| YTD | +15.8% | +39.5% | -23.7% | +14.9% |
| 1Y | +17.4% | +194.4% | -177.0% | +14.3% |
| 3Y | +116.9% | +281.4% | -164.5% | +102.9% |
| 5Y | +117.3% | +12.8% | +104.5% | +114.2% |
| All | +138.8% | +37.4% | +101.5% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling