-47.9%
PMCB vs VT
+23.3%
-71.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.5% | +0.4% | -6.0% | -6.1% |
| 30D | -17.5% | +1.0% | -18.5% | -18.5% |
| 3M | -32.9% | +2.4% | -35.3% | -35.0% |
| 6M | -29.8% | +12.0% | -41.8% | -38.7% |
| YTD | -32.8% | +15.3% | -48.1% | -46.3% |
| 1Y | -47.9% | +22.6% | -70.5% | -67.4% |
| All | -47.9% | +23.3% | -71.2% | -67.4% |
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