-96.3%
PMAX vs VT
+23.3%
-119.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -18.6% | +0.4% | -19.0% | -19.8% |
| 30D | -44.3% | +1.0% | -45.3% | -45.9% |
| 3M | -57.9% | +2.4% | -60.3% | -61.6% |
| 6M | -95.5% | +12.0% | -107.5% | -96.9% |
| YTD | -95.2% | +15.3% | -110.6% | -97.3% |
| 1Y | -96.3% | +22.6% | -118.9% | -98.4% |
| All | -96.3% | +23.3% | -119.6% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling