-52.8%
PMEC vs VT
+5.0%
-57.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -1.9% |
| 7D | -24.8% | -0.3% | -24.4% | -24.9% |
| 30D | -49.0% | -1.4% | -47.5% | -49.6% |
| 3M | -34.6% | -1.4% | -33.2% | -35.6% |
| 6M | -52.8% | +5.5% | -58.3% | -46.3% |
| All | -52.8% | +5.0% | -57.8% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling