+131.5%
PM vs VTRS
+40.7%
+90.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +1.9% | -3.3% | +5.2% | +2.4% |
| 30D | +1.9% | +1.4% | +0.5% | +1.7% |
| 3M | +4.6% | +4.6% | -0.1% | +3.8% |
| 6M | +11.7% | +18.1% | -6.4% | +8.7% |
| YTD | +20.4% | +34.7% | -14.3% | +14.8% |
| 1Y | +19.0% | +65.6% | -46.7% | +9.9% |
| 3Y | +130.4% | +83.8% | +46.6% | +102.8% |
| 5Y | +131.5% | +46.5% | +85.0% | +106.9% |
| All | +131.5% | +40.7% | +90.8% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling