-93.0%
PMN vs VT
+224.5%
-317.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -8.6% | +0.4% | -9.1% | -8.9% |
| 30D | -6.5% | +1.0% | -7.5% | -7.1% |
| 3M | +29.5% | +2.4% | +27.1% | +27.7% |
| 6M | -47.6% | +12.0% | -59.6% | -51.0% |
| YTD | +84.5% | +15.3% | +69.1% | +69.3% |
| 1Y | +17.2% | +22.6% | -5.4% | +3.9% |
| 3Y | -75.4% | +74.7% | -150.1% | -82.5% |
| 5Y | -94.7% | +66.1% | -160.9% | -96.2% |
| All | -93.0% | +224.5% | -317.5% | -97.2% |
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