-4.9%
PML vs VT
+214.8%
-219.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.7% |
| 7D | -0.7% | -4.2% | +3.5% | +0.8% |
| 30D | +6.2% | -5.8% | +12.0% | +8.4% |
| 3M | -3.8% | -5.2% | +1.4% | -2.0% |
| 6M | -5.3% | +0.1% | -5.4% | -5.5% |
| YTD | -3.4% | +8.2% | -11.7% | -6.4% |
| 1Y | -6.0% | +10.1% | -16.2% | -9.5% |
| 3Y | +8.6% | +69.7% | -61.1% | -11.6% |
| 5Y | -34.9% | +53.4% | -88.2% | -45.3% |
| All | -4.9% | +214.8% | -219.7% | -44.1% |
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 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