-98.0%
PMI vs VT
+22.8%
-120.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -48.2% | +0.4% | -48.6% | -47.8% |
| 30D | +25.6% | +1.0% | +24.6% | +25.8% |
| 3M | -71.5% | +2.4% | -73.9% | -71.6% |
| 6M | -92.0% | +12.0% | -104.0% | -92.2% |
| YTD | -94.8% | +15.3% | -110.1% | -95.0% |
| 1Y | -98.4% | +22.6% | -121.0% | -98.5% |
| All | -98.0% | +22.8% | -120.8% | -98.2% |
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