-99.8%
PMAX vs VT
+40.3%
-140.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -9.3% |
| 7D | -25.8% | +2.4% | -28.2% | -29.7% |
| 30D | +16.6% | -1.5% | +18.1% | +23.1% |
| 3M | -59.0% | -4.1% | -54.9% | -54.2% |
| 6M | -81.2% | +0.6% | -81.8% | -80.9% |
| YTD | -96.5% | +11.0% | -107.5% | -96.9% |
| 1Y | -96.8% | +13.3% | -110.2% | -97.2% |
| All | -99.8% | +40.3% | -140.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling