+17.9%
PM vs VTEB
+0.4%
+17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +4.7% | -0.9% | +5.6% | +5.1% |
| 30D | +2.6% | -2.5% | +5.1% | +3.9% |
| 3M | +6.6% | -3.0% | +9.5% | +7.8% |
| 6M | +16.5% | -2.1% | +18.6% | +18.0% |
| YTD | +21.2% | -1.5% | +22.7% | +23.7% |
| 1Y | +17.9% | +0.2% | +17.8% | +23.5% |
| All | +17.9% | +0.4% | +17.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling