+836.5%
PM vs VTV
+545.0%
+291.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.4% |
| 7D | -7.1% | -0.4% | -6.7% | -6.8% |
| 30D | -2.8% | +3.9% | -6.7% | -5.2% |
| 3M | +6.3% | +2.6% | +3.8% | +4.6% |
| 6M | +9.6% | +11.5% | -1.9% | +1.9% |
| YTD | +25.6% | +22.3% | +3.3% | +9.8% |
| 1Y | +29.7% | +24.5% | +5.1% | +12.0% |
| 3Y | +147.6% | +78.8% | +68.8% | +66.2% |
| 5Y | +160.1% | +78.6% | +81.5% | +74.1% |
| 10Y | +260.9% | +231.8% | +29.1% | +61.6% |
| All | +836.5% | +545.0% | +291.4% | +178.7% |
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