+30.7%
PM vs VUG
+3.3%
+27.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.3% |
| 7D | -7.1% | -1.1% | -6.0% | -7.1% |
| 30D | -2.8% | -7.0% | +4.2% | -4.3% |
| 3M | +6.3% | -3.7% | +10.1% | +5.5% |
| 6M | +9.6% | -1.6% | +11.3% | +9.4% |
| YTD | +25.6% | +5.1% | +20.5% | +24.9% |
| All | +30.7% | +3.3% | +27.4% | +30.2% |
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 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