+146.0%
PM vs VUG
+78.4%
+67.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -5.2% | -3.4% | -1.8% | -5.3% |
| 30D | +2.7% | -11.1% | +13.8% | +2.1% |
| 3M | +6.1% | -7.2% | +13.4% | +5.7% |
| 6M | +18.0% | -4.1% | +22.1% | +17.7% |
| YTD | +26.6% | +1.4% | +25.2% | +26.0% |
| 1Y | +36.7% | +1.9% | +34.8% | +36.1% |
| 3Y | +146.0% | +77.7% | +68.3% | +123.1% |
| All | +146.0% | +78.4% | +67.6% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling