-91.7%
PMEC vs VT
+78.1%
-169.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.6% | +7.4% | +8.6% |
| 7D | +0.9% | +0.4% | +0.5% | +1.1% |
| 30D | -42.5% | -2.6% | -39.9% | -41.6% |
| 3M | -21.1% | -3.2% | -17.8% | -19.6% |
| 6M | -54.2% | +0.9% | -55.1% | -54.3% |
| YTD | -67.6% | +11.3% | -79.0% | -69.5% |
| 1Y | -73.4% | +14.0% | -87.4% | -75.2% |
| 3Y | -90.5% | +75.8% | -166.4% | -90.2% |
| All | -91.7% | +78.1% | -169.9% | -91.0% |
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