-76.7%
PMA vs VT
+36.2%
-112.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +8.3% | -0.3% | +8.6% | +8.4% |
| 30D | +8.3% | -1.4% | +9.8% | +8.9% |
| 3M | +4.0% | -1.4% | +5.4% | +4.6% |
| 6M | -15.0% | +5.5% | -20.5% | -16.0% |
| YTD | +30.0% | +12.8% | +17.2% | +26.7% |
| 1Y | -39.3% | +15.4% | -54.7% | -41.3% |
| All | -76.7% | +36.2% | -112.9% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling