+742.5%
PM vs VT
+374.2%
+368.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -3.4% | +1.0% | -4.4% | -4.0% |
| 3M | +5.2% | +2.4% | +2.8% | +3.3% |
| 6M | +3.7% | +12.0% | -8.3% | -3.5% |
| YTD | +15.8% | +15.3% | +0.4% | +5.8% |
| 1Y | +17.4% | +22.6% | -5.2% | +3.3% |
| 3Y | +116.9% | +74.7% | +42.3% | +52.2% |
| 5Y | +117.3% | +66.1% | +51.2% | +55.3% |
| 10Y | +193.8% | +225.0% | -31.2% | +39.8% |
| All | +742.5% | +374.2% | +368.3% | +198.1% |
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