+56.3%
PMAR vs VT
+57.5%
-1.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | -0.9% | -3.1% | +2.1% | +0.5% |
| 3M | +0.6% | -3.5% | +4.1% | +2.2% |
| 6M | +3.4% | +0.5% | +3.0% | +3.0% |
| YTD | +8.8% | +10.8% | -2.0% | +3.2% |
| 1Y | +10.3% | +11.9% | -1.6% | +4.2% |
| 3Y | +42.3% | +73.0% | -30.6% | +8.9% |
| 5Y | +56.3% | +58.6% | -2.3% | +20.0% |
| All | +56.3% | +57.5% | -1.2% | +20.0% |
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 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