+46.9%
PM vs VUG
+4.9%
+42.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.9% |
| 7D | +4.3% | -3.0% | +7.3% | +3.5% |
| 30D | +11.5% | -6.4% | +17.9% | +9.8% |
| 3M | +13.0% | -3.2% | +16.3% | +12.1% |
| 6M | +25.9% | +3.1% | +22.8% | +25.3% |
| YTD | +34.0% | +6.3% | +27.7% | +33.4% |
| 1Y | +46.9% | +5.2% | +41.7% | +46.5% |
| All | +46.9% | +4.9% | +42.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling