+210.9%
PM vs VTRS
-48.4%
+259.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +4.7% | -2.2% | +6.9% | +5.0% |
| 30D | +2.6% | +3.3% | -0.7% | +2.1% |
| 3M | +6.6% | +2.0% | +4.6% | +6.1% |
| 6M | +16.5% | +19.9% | -3.4% | +12.9% |
| YTD | +21.2% | +35.7% | -14.6% | +14.9% |
| 1Y | +17.9% | +68.1% | -50.2% | +7.9% |
| 3Y | +129.8% | +87.1% | +42.7% | +102.3% |
| 5Y | +133.0% | +47.6% | +85.4% | +109.9% |
| All | +210.9% | -48.4% | +259.3% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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