+773.5%
PM vs VTRS
+91.7%
+681.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | +1.9% | -4.4% | -2.9% |
| 3M | +5.8% | +5.1% | +0.7% | +4.6% |
| 6M | +10.6% | +20.1% | -9.5% | +6.3% |
| YTD | +17.2% | +36.6% | -19.4% | +9.7% |
| 1Y | +17.6% | +64.1% | -46.5% | +6.0% |
| 3Y | +124.3% | +86.4% | +37.9% | +92.6% |
| 5Y | +125.1% | +40.9% | +84.2% | +100.5% |
| 10Y | +198.6% | -48.7% | +247.3% | +201.5% |
| All | +773.5% | +91.7% | +681.8% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling