-57.2%
PMCB vs VT
+15.2%
-72.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +9.3% |
| 7D | +13.8% | -0.3% | +14.1% | +14.7% |
| 30D | -2.3% | -1.4% | -0.9% | +0.2% |
| 3M | -36.6% | -1.4% | -35.2% | -34.7% |
| 6M | -49.9% | +5.5% | -55.3% | -52.6% |
| YTD | -47.4% | +12.8% | -60.2% | -57.4% |
| 1Y | -57.2% | +15.4% | -72.6% | -69.0% |
| All | -57.2% | +15.2% | -72.4% | -69.0% |
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