+17.6%
PM vs VUG
+14.2%
+3.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.1% |
| 30D | -2.6% | -1.4% | -1.1% | -2.8% |
| 3M | +5.8% | +2.3% | +3.5% | +6.7% |
| 6M | +10.6% | +15.7% | -5.1% | +12.0% |
| YTD | +17.2% | +8.6% | +8.5% | +17.1% |
| 1Y | +17.6% | +14.1% | +3.6% | +21.6% |
| All | +17.6% | +14.2% | +3.4% | +21.6% |
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