+235.6%
PM vs VT
+214.8%
+20.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.6% | -2.3% |
| 7D | -3.4% | -4.2% | +0.8% | -0.9% |
| 30D | +5.8% | -5.8% | +11.6% | +9.5% |
| 3M | +6.7% | -5.2% | +11.9% | +9.8% |
| 6M | +19.9% | +0.1% | +19.8% | +18.7% |
| YTD | +27.8% | +8.2% | +19.6% | +20.4% |
| 1Y | +39.4% | +10.1% | +29.3% | +29.8% |
| 3Y | +146.9% | +69.7% | +77.2% | +68.3% |
| 5Y | +166.6% | +53.4% | +113.3% | +93.6% |
| All | +235.6% | +214.8% | +20.8% | +35.4% |
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