-96.3%
PMAX vs VT
+13.0%
-109.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -9.9% | -15.8% |
| 7D | +42.3% | +0.4% | +41.9% | +44.8% |
| 30D | +15.9% | -2.6% | +18.5% | +29.4% |
| 3M | -51.8% | -3.2% | -48.6% | -44.9% |
| 6M | -79.9% | +0.9% | -80.9% | -80.3% |
| YTD | -95.6% | +11.3% | -106.9% | -96.8% |
| All | -96.3% | +13.0% | -109.3% | -97.4% |
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