+9.6%
PM vs VUG
-1.0%
+10.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.6% |
| 7D | -7.1% | -1.1% | -6.0% | -7.3% |
| 30D | -2.8% | -7.0% | +4.2% | -6.4% |
| 3M | +6.3% | -3.7% | +10.1% | +4.4% |
| 6M | +9.6% | -1.6% | +11.3% | +9.2% |
| All | +9.6% | -1.0% | +10.7% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling