-35.4%
PML vs VT
+66.2%
-101.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | +0.4% | -1.7% | -1.4% |
| 30D | -0.3% | +1.0% | -1.3% | -0.6% |
| 3M | -2.0% | +2.4% | -4.4% | -2.8% |
| 6M | -4.3% | +12.0% | -16.3% | -7.7% |
| YTD | +0.1% | +15.3% | -15.2% | -4.3% |
| 1Y | +6.5% | +22.6% | -16.1% | -0.2% |
| 3Y | +0.1% | +74.7% | -74.6% | -16.5% |
| All | -35.4% | +66.2% | -101.6% | -46.3% |
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