+267.6%
PM vs VUG
+404.1%
-136.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -7.1% | -1.1% | -6.0% | -6.8% |
| 30D | -2.8% | -7.0% | +4.2% | -0.6% |
| 3M | +6.3% | -3.7% | +10.1% | +7.4% |
| 6M | +9.6% | -1.6% | +11.3% | +9.4% |
| YTD | +25.6% | +5.1% | +20.5% | +22.1% |
| 1Y | +29.7% | +3.8% | +25.9% | +26.6% |
| 3Y | +147.6% | +79.9% | +67.7% | +87.6% |
| 5Y | +160.1% | +66.4% | +93.7% | +101.7% |
| All | +267.6% | +404.1% | -136.5% | +35.2% |
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