-99.7%
PMAX vs VT
+36.8%
-136.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.0% | -4.1% | -15.0% | -10.4% |
| 7D | +73.3% | -4.2% | +77.4% | +94.0% |
| 30D | +6.6% | -5.8% | +12.4% | +23.5% |
| 3M | -45.7% | -5.2% | -40.4% | -37.4% |
| 6M | -60.3% | +0.1% | -60.4% | -58.2% |
| YTD | -95.3% | +8.2% | -103.6% | -95.6% |
| 1Y | -96.3% | +10.1% | -106.4% | -96.5% |
| All | -99.7% | +36.8% | -136.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling