-76.1%
PMN vs VT
+75.0%
-151.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -50.7% |
| YTD | +84.5% | +15.3% | +69.1% | +70.9% |
| 1Y | +17.2% | +22.6% | -5.4% | +6.1% |
| All | -76.1% | +75.0% | -151.1% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling