-96.1%
PMI vs VT
+15.5%
-111.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.2% | +14.4% | +14.4% |
| 7D | +7.8% | -2.3% | +10.1% | +9.3% |
| 30D | -3.9% | -5.0% | +1.0% | +1.5% |
| 3M | +154.2% | -4.9% | +159.1% | +171.9% |
| 6M | -22.4% | -1.5% | -20.9% | -18.4% |
| YTD | -89.7% | +8.5% | -98.2% | -89.5% |
| 1Y | -94.5% | +11.4% | -105.8% | -94.4% |
| All | -96.1% | +15.5% | -111.6% | -96.1% |
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