-92.5%
PMEC vs VT
+80.6%
-173.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.7% |
| 7D | -24.8% | -0.3% | -24.4% | -24.6% |
| 30D | -49.0% | -1.4% | -47.5% | -48.6% |
| 3M | -34.6% | -1.4% | -33.2% | -34.1% |
| 6M | -52.8% | +5.5% | -58.3% | -54.3% |
| YTD | -70.5% | +12.8% | -83.3% | -72.5% |
| 1Y | -76.7% | +15.4% | -92.1% | -78.5% |
| 3Y | -88.9% | +76.9% | -165.7% | -88.8% |
| All | -92.5% | +80.6% | -173.0% | -91.9% |
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