+210.9%
PM vs VTEB
+17.9%
+193.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +4.7% | -0.9% | +5.6% | +5.6% |
| 30D | +2.6% | -2.5% | +5.1% | +5.1% |
| 3M | +6.6% | -3.0% | +9.5% | +9.6% |
| 6M | +16.5% | -2.1% | +18.6% | +18.8% |
| YTD | +21.2% | -1.5% | +22.7% | +22.8% |
| 1Y | +17.9% | +0.2% | +17.8% | +17.7% |
| 3Y | +129.8% | +8.6% | +121.3% | +112.2% |
| 5Y | +133.0% | +1.2% | +131.8% | +130.7% |
| All | +210.9% | +17.9% | +193.1% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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