+234.7%
PM vs VUG
+405.9%
-171.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.3% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -4.0% | -8.2% | +4.2% | -1.4% |
| 3M | +2.7% | -5.4% | +8.2% | +4.4% |
| 6M | +14.9% | -2.5% | +17.4% | +15.0% |
| YTD | +23.5% | +4.2% | +19.3% | +20.5% |
| 1Y | +30.4% | +5.0% | +25.3% | +26.7% |
| 3Y | +143.2% | +81.7% | +61.5% | +83.0% |
| 5Y | +159.5% | +62.5% | +96.9% | +103.4% |
| 10Y | +234.7% | +396.3% | -161.7% | +17.4% |
| All | +234.7% | +405.9% | -171.2% | +17.4% |
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