+165.8%
PM vs VT
+53.4%
+112.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -5.2% | -2.3% | -2.9% | -4.5% |
| 30D | +2.7% | -5.0% | +7.6% | +4.3% |
| 3M | +5.2% | -4.9% | +10.1% | +6.7% |
| 6M | +17.0% | -1.5% | +18.5% | +17.0% |
| YTD | +25.5% | +8.5% | +17.0% | +21.1% |
| 1Y | +35.5% | +11.4% | +24.1% | +29.5% |
| 3Y | +143.9% | +70.1% | +73.8% | +90.5% |
| All | +165.8% | +53.4% | +112.4% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling