-81.5%
PMCB vs VT
+74.4%
-155.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +18.2% | -0.1% | +18.4% | +18.6% |
| 30D | -0.6% | -3.1% | +2.5% | +2.6% |
| 3M | -26.4% | -3.5% | -22.9% | -23.5% |
| 6M | -46.8% | +0.5% | -47.3% | -46.3% |
| YTD | -44.5% | +10.8% | -55.2% | -48.2% |
| 1Y | -54.3% | +11.9% | -66.2% | -57.6% |
| 3Y | -81.5% | +73.0% | -154.4% | -87.9% |
| All | -81.5% | +74.4% | -155.9% | -87.9% |
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