-96.5%
PMI vs VT
+19.3%
-115.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.3% |
| 7D | +11.8% | -0.7% | +12.5% | +12.1% |
| 30D | -29.1% | -1.7% | -27.4% | -27.7% |
| 3M | +121.5% | -2.3% | +123.8% | +130.5% |
| 6M | -20.8% | +1.5% | -22.3% | -19.5% |
| YTD | -90.8% | +12.0% | -102.9% | -91.0% |
| 1Y | -94.4% | +12.9% | -107.3% | -94.6% |
| All | -96.5% | +19.3% | -115.8% | -96.7% |
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