-97.6%
PMN vs VT
+221.8%
-319.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -20.9% | +2.4% | -23.3% | -22.2% |
| 30D | -60.3% | -1.5% | -58.8% | -58.9% |
| 3M | -77.8% | -4.1% | -73.6% | -76.6% |
| 6M | -68.9% | +0.6% | -69.4% | -68.1% |
| YTD | -51.8% | +11.0% | -62.9% | -53.5% |
| 1Y | -66.3% | +13.3% | -79.6% | -67.9% |
| 3Y | -91.2% | +73.4% | -164.6% | -93.6% |
| 5Y | -98.4% | +57.4% | -155.9% | -98.8% |
| All | -97.6% | +221.8% | -319.3% | -99.2% |
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 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