-97.2%
PMN vs VT
+224.4%
-321.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -6.3% |
| 7D | +6.8% | -0.7% | +7.5% | +7.0% |
| 30D | -60.2% | -1.7% | -58.5% | -58.7% |
| 3M | -74.9% | -2.3% | -72.6% | -73.9% |
| 6M | -64.8% | +1.5% | -66.3% | -64.2% |
| YTD | -44.9% | +12.0% | -57.0% | -47.2% |
| 1Y | -62.4% | +12.9% | -75.3% | -64.1% |
| 3Y | -89.5% | +74.9% | -164.4% | -92.4% |
| 5Y | -98.2% | +59.9% | -158.1% | -98.6% |
| 10Y | -97.2% | +224.6% | -321.8% | -99.2% |
| All | -97.2% | +224.4% | -321.6% | -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