+164.8%
PMM vs VT
+345.0%
-180.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.5% |
| 7D | +2.8% | -4.2% | +6.9% | +3.6% |
| 30D | +14.0% | -5.8% | +19.8% | +15.4% |
| 3M | +3.1% | -5.2% | +8.4% | +4.2% |
| 6M | +6.0% | +0.1% | +5.9% | +5.9% |
| YTD | +6.3% | +8.2% | -1.9% | +4.5% |
| 1Y | +10.4% | +10.1% | +0.3% | +8.1% |
| 3Y | +36.3% | +69.7% | -33.4% | +22.0% |
| 5Y | -1.6% | +53.4% | -55.0% | -10.7% |
| 10Y | +42.1% | +219.2% | -177.1% | +12.9% |
| All | +164.8% | +345.0% | -180.2% | +86.6% |
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