-96.6%
PMN vs VT
+223.7%
-320.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.4% |
| 7D | +35.0% | +0.4% | +34.6% | +34.3% |
| 30D | -57.9% | -2.6% | -55.3% | -56.0% |
| 3M | -72.5% | -3.2% | -69.2% | -71.2% |
| 6M | -58.8% | +0.9% | -59.7% | -57.9% |
| YTD | -40.7% | +11.3% | -52.0% | -42.9% |
| 1Y | -57.4% | +14.0% | -71.4% | -59.5% |
| 3Y | -89.9% | +75.8% | -165.7% | -92.7% |
| 5Y | -98.1% | +57.8% | -155.9% | -98.5% |
| 10Y | -96.6% | +219.8% | -316.4% | -98.9% |
| All | -96.6% | +223.7% | -320.3% | -98.9% |
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