+830.1%
PM vs VT
+345.0%
+485.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.6% | -2.3% |
| 7D | -3.4% | -4.2% | +0.8% | -1.0% |
| 30D | +5.8% | -5.8% | +11.6% | +9.4% |
| 3M | +6.7% | -5.2% | +11.9% | +9.7% |
| 6M | +19.9% | +0.1% | +19.8% | +18.9% |
| YTD | +27.8% | +8.2% | +19.6% | +20.9% |
| 1Y | +39.4% | +10.1% | +29.3% | +30.4% |
| 3Y | +146.9% | +69.7% | +77.2% | +75.6% |
| 5Y | +166.6% | +53.4% | +113.3% | +99.2% |
| 10Y | +242.1% | +219.2% | +22.9% | +64.2% |
| All | +830.1% | +345.0% | +485.1% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling