-83.0%
PMCB vs VT
+69.4%
-152.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.3% |
| 7D | +13.0% | -4.2% | +17.1% | +17.7% |
| 30D | -11.2% | -5.8% | -5.4% | -6.0% |
| 3M | -36.4% | -5.2% | -31.2% | -32.8% |
| 6M | -48.8% | +0.1% | -48.9% | -48.1% |
| YTD | -48.2% | +8.2% | -56.4% | -50.6% |
| 1Y | -57.6% | +10.1% | -67.7% | -60.1% |
| All | -83.0% | +69.4% | -152.4% | -88.6% |
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