-87.2%
PMCB vs VT
+53.2%
-140.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.6% |
| 7D | +13.0% | -4.2% | +17.1% | +16.9% |
| 30D | -11.2% | -5.8% | -5.4% | -6.9% |
| 3M | -36.4% | -5.2% | -31.2% | -33.5% |
| 6M | -48.8% | +0.1% | -48.9% | -48.3% |
| YTD | -48.2% | +8.2% | -56.4% | -50.4% |
| 1Y | -57.6% | +10.1% | -67.7% | -59.8% |
| 3Y | -83.2% | +69.7% | -152.8% | -87.8% |
| 5Y | -87.2% | +53.4% | -140.6% | -88.4% |
| All | -87.2% | +53.2% | -140.4% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling