+61.6%
PML vs VT
+356.1%
-294.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +5.5% | -2.5% | +8.0% | +6.4% |
| 3M | -4.0% | -1.3% | -2.7% | -3.6% |
| 6M | -4.8% | +3.1% | -7.9% | -5.9% |
| YTD | -3.8% | +10.9% | -14.8% | -7.3% |
| 1Y | -7.0% | +12.1% | -19.1% | -10.7% |
| 3Y | +8.1% | +73.9% | -65.8% | -10.8% |
| 5Y | -33.8% | +58.0% | -91.8% | -44.1% |
| 10Y | -4.2% | +225.5% | -229.7% | -37.5% |
| All | +61.6% | +356.1% | -294.5% | -11.7% |
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