+47.0%
PMM vs VT
+215.5%
-168.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +3.5% | -2.3% | +5.8% | +4.2% |
| 30D | +18.2% | -5.0% | +23.2% | +20.1% |
| 3M | +5.7% | -4.9% | +10.6% | +7.3% |
| 6M | +7.9% | -1.5% | +9.5% | +8.3% |
| YTD | +9.8% | +8.5% | +1.3% | +6.6% |
| 1Y | +14.3% | +11.4% | +2.9% | +9.9% |
| 3Y | +42.3% | +70.1% | -27.7% | +17.9% |
| 5Y | +1.6% | +53.7% | -52.1% | -13.6% |
| All | +47.0% | +215.5% | -168.5% | -7.0% |
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