-77.8%
PMA vs VT
+33.7%
-111.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -2.4% | -3.1% | +0.7% | -1.2% |
| 3M | -5.0% | -3.5% | -1.5% | -3.6% |
| 6M | -29.5% | +0.5% | -30.0% | -29.3% |
| YTD | +24.0% | +10.8% | +13.2% | +21.8% |
| 1Y | -35.1% | +11.9% | -47.0% | -36.5% |
| All | -77.8% | +33.7% | -111.5% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling