-96.5%
PMN vs VT
+215.5%
-312.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.2% | +13.7% | +13.8% |
| 7D | +25.7% | -2.3% | +28.0% | +27.5% |
| 30D | -54.4% | -5.0% | -49.4% | -51.5% |
| 3M | -68.8% | -4.9% | -63.9% | -66.9% |
| 6M | -62.2% | -1.5% | -60.6% | -60.6% |
| YTD | -39.1% | +8.5% | -47.6% | -40.3% |
| 1Y | -57.3% | +11.4% | -68.7% | -58.8% |
| 3Y | -90.7% | +70.1% | -160.7% | -93.1% |
| 5Y | -98.0% | +53.7% | -151.7% | -98.4% |
| All | -96.5% | +215.5% | -312.1% | -98.7% |
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