+68.3%
PML vs VT
+374.2%
-305.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | -4.3% | +12.0% | -16.3% | -8.0% |
| YTD | +0.1% | +15.3% | -15.2% | -4.6% |
| 1Y | +6.5% | +22.6% | -16.1% | -0.7% |
| 3Y | +0.1% | +74.7% | -74.6% | -17.5% |
| 5Y | -35.3% | +66.1% | -101.4% | -46.2% |
| 10Y | -7.3% | +225.0% | -232.3% | -39.5% |
| All | +68.3% | +374.2% | -305.9% | -9.2% |
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 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