+232.4%
PM vs VT
+215.5%
+16.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -5.2% | -2.3% | -2.9% | -3.9% |
| 30D | +2.7% | -5.0% | +7.6% | +5.7% |
| 3M | +6.1% | -4.9% | +11.0% | +9.0% |
| 6M | +18.0% | -1.5% | +19.5% | +18.1% |
| YTD | +26.6% | +8.5% | +18.1% | +19.1% |
| 1Y | +36.7% | +11.4% | +25.3% | +26.4% |
| 3Y | +146.0% | +70.1% | +75.9% | +67.4% |
| 5Y | +164.1% | +53.7% | +110.4% | +91.5% |
| All | +232.4% | +215.5% | +16.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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