+83.2%
PMAR vs VT
+139.5%
-56.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.2% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -0.9% | -2.6% | +1.7% | +0.3% |
| 3M | +0.5% | -3.2% | +3.8% | +2.1% |
| 6M | +3.4% | +0.9% | +2.5% | +2.7% |
| YTD | +8.7% | +11.3% | -2.6% | +2.6% |
| 1Y | +10.9% | +14.0% | -3.1% | +3.3% |
| 3Y | +43.8% | +75.8% | -32.0% | +6.8% |
| 5Y | +56.2% | +57.8% | -1.6% | +21.5% |
| All | +83.2% | +139.5% | -56.3% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling