+198.6%
PM vs VUG
+408.5%
-209.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -2.6% | -1.4% | -1.1% | -2.1% |
| 3M | +5.8% | +2.3% | +3.5% | +4.6% |
| 6M | +10.6% | +15.7% | -5.1% | +4.2% |
| YTD | +17.2% | +8.6% | +8.5% | +13.0% |
| 1Y | +17.6% | +14.1% | +3.6% | +11.0% |
| 3Y | +124.3% | +87.9% | +36.4% | +66.8% |
| 5Y | +125.1% | +76.3% | +48.8% | +69.5% |
| 10Y | +198.6% | +409.7% | -211.0% | +2.4% |
| All | +198.6% | +408.5% | -209.9% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling