+63.8%
PMAY vs VT
+152.4%
-88.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.6% | -0.6% |
| 7D | -2.6% | -4.2% | +1.6% | -0.7% |
| 30D | -2.7% | -5.8% | +3.1% | 0.0% |
| 3M | -1.2% | -5.2% | +4.0% | +1.2% |
| 6M | +2.1% | +0.1% | +2.0% | +1.9% |
| YTD | +4.7% | +8.2% | -3.5% | +0.6% |
| 1Y | +6.2% | +10.1% | -3.9% | +1.1% |
| 3Y | +38.6% | +69.7% | -31.0% | +7.1% |
| 5Y | +36.2% | +53.4% | -17.2% | +7.9% |
| All | +63.8% | +152.4% | -88.6% | +3.5% |
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