-99.8%
PMAX vs VT
+41.6%
-141.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -2.4% |
| 7D | -23.1% | -0.7% | -22.4% | -21.3% |
| 30D | +26.0% | -1.7% | +27.7% | +33.2% |
| 3M | -51.5% | -2.3% | -49.2% | -48.0% |
| 6M | -68.5% | +1.5% | -70.0% | -68.6% |
| YTD | -95.6% | +12.0% | -107.6% | -96.2% |
| 1Y | -96.5% | +12.9% | -109.3% | -96.9% |
| All | -99.8% | +41.6% | -141.3% | -99.8% |
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