+28.9%
PM vs VUG
+3.5%
+25.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.0% |
| 7D | -7.3% | +0.5% | -7.8% | -6.9% |
| 30D | -4.0% | -8.2% | +4.2% | -5.6% |
| 3M | +2.7% | -5.4% | +8.2% | +1.6% |
| 6M | +14.9% | -2.5% | +17.4% | +14.4% |
| YTD | +23.5% | +4.2% | +19.3% | +22.6% |
| All | +28.9% | +3.5% | +25.5% | +28.4% |
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 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