-99.2%
PMCB vs VT
+331.8%
-431.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.5% | +0.4% | -6.0% | -5.7% |
| 30D | -17.5% | +1.0% | -18.5% | -17.8% |
| 3M | -32.9% | +2.4% | -35.3% | -33.4% |
| 6M | -29.8% | +12.0% | -41.8% | -32.2% |
| YTD | -32.8% | +15.3% | -48.1% | -35.6% |
| 1Y | -47.9% | +22.6% | -70.5% | -50.8% |
| 3Y | -80.4% | +74.7% | -155.1% | -83.1% |
| 5Y | -85.7% | +66.1% | -151.8% | -87.7% |
| 10Y | -99.2% | +225.0% | -324.2% | -99.4% |
| All | -99.2% | +331.8% | -431.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling