+843.8%
PM vs VUG
+969.3%
-125.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | -5.2% | -3.4% | -1.8% | -3.6% |
| 30D | +2.7% | -11.1% | +13.8% | +8.4% |
| 3M | +6.1% | -7.2% | +13.4% | +9.6% |
| 6M | +18.0% | -4.1% | +22.1% | +19.1% |
| YTD | +26.6% | +1.4% | +25.2% | +23.9% |
| 1Y | +36.7% | +1.9% | +34.8% | +33.2% |
| 3Y | +146.0% | +77.7% | +68.3% | +71.8% |
| 5Y | +164.1% | +57.6% | +106.5% | +91.4% |
| 10Y | +238.8% | +398.6% | -159.8% | +11.1% |
| All | +843.8% | +969.3% | -125.6% | +80.4% |
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