-76.9%
PMA vs VT
+39.2%
-116.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +11.2% | +0.4% | +10.8% | +11.0% |
| 30D | -5.1% | +1.0% | -6.1% | -5.4% |
| 3M | -11.6% | +2.4% | -14.0% | -12.3% |
| 6M | +12.2% | +12.0% | +0.2% | +9.7% |
| YTD | +29.0% | +15.3% | +13.7% | +24.8% |
| 1Y | -46.0% | +22.6% | -68.6% | -48.6% |
| All | -76.9% | +39.2% | -116.1% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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