+763.1%
PM vs VUG
+1,049.9%
-286.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.8% |
| 30D | -3.4% | -0.3% | -3.1% | -3.3% |
| 3M | +5.2% | -0.7% | +5.9% | +4.9% |
| 6M | +3.7% | +14.6% | -10.9% | -4.0% |
| YTD | +15.8% | +9.0% | +6.7% | +9.8% |
| 1Y | +17.4% | +14.9% | +2.5% | +7.9% |
| 3Y | +116.9% | +86.0% | +30.9% | +48.9% |
| 5Y | +117.3% | +76.7% | +40.6% | +48.5% |
| 10Y | +193.8% | +411.3% | -217.5% | -3.6% |
| All | +763.1% | +1,049.9% | -286.8% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling