+848.9%
PM vs VTV
+543.6%
+305.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +0.5% | +2.9% | -2.4% | -1.4% |
| 30D | -3.2% | +3.8% | -7.0% | -5.5% |
| 3M | +6.2% | +1.6% | +4.7% | +5.1% |
| 6M | +7.7% | +11.2% | -3.5% | +0.2% |
| YTD | +27.3% | +22.0% | +5.3% | +11.5% |
| 1Y | +32.8% | +24.9% | +7.9% | +14.5% |
| 3Y | +150.0% | +78.5% | +71.6% | +68.1% |
| 5Y | +164.2% | +77.8% | +86.5% | +77.4% |
| 10Y | +265.7% | +231.1% | +34.6% | +64.0% |
| All | +848.9% | +543.6% | +305.3% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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