-99.3%
PMCB vs VT
+322.4%
-421.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.4% |
| 7D | +13.8% | -0.3% | +14.1% | +14.1% |
| 30D | -2.3% | -1.4% | -0.9% | -1.7% |
| 3M | -36.6% | -1.4% | -35.2% | -36.1% |
| 6M | -49.9% | +5.5% | -55.3% | -50.5% |
| YTD | -47.4% | +12.8% | -60.2% | -49.1% |
| 1Y | -57.2% | +15.4% | -72.6% | -58.8% |
| 3Y | -82.9% | +76.9% | -159.8% | -85.3% |
| 5Y | -87.4% | +60.4% | -147.8% | -89.0% |
| 10Y | -99.3% | +232.8% | -332.1% | -99.4% |
| All | -99.3% | +322.4% | -421.8% | -99.4% |
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 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