-66.7%
PMN vs VT
+13.3%
-80.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | 0.0% | +13.6% | +13.6% |
| 7D | -64.8% | -1.6% | -63.2% | -61.3% |
| 30D | -63.7% | -2.5% | -61.2% | -59.6% |
| 3M | -75.9% | -1.3% | -74.6% | -73.5% |
| 6M | -69.0% | +3.1% | -72.1% | -67.2% |
| YTD | -50.1% | +10.9% | -61.0% | -51.1% |
| All | -66.7% | +13.3% | -80.0% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling