-96.3%
PMI vs VT
+18.5%
-114.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.8% | -8.8% |
| 7D | -1.6% | +0.4% | -2.0% | -3.2% |
| 30D | -11.0% | -2.6% | -8.4% | -8.4% |
| 3M | +146.1% | -3.2% | +149.3% | +158.7% |
| 6M | -18.8% | +0.9% | -19.8% | -17.0% |
| YTD | -90.4% | +11.3% | -101.7% | -90.5% |
| 1Y | -94.4% | +14.0% | -108.4% | -94.6% |
| All | -96.3% | +18.5% | -114.8% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling