+24.8%
PMO vs VT
+222.7%
-197.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -0.7% | +1.0% | -1.6% | -0.9% |
| 3M | -1.5% | +2.4% | -3.9% | -2.3% |
| 6M | -3.4% | +12.0% | -15.4% | -6.6% |
| YTD | -2.2% | +15.3% | -17.5% | -6.4% |
| 1Y | +7.6% | +22.6% | -15.0% | +1.2% |
| 3Y | +17.1% | +74.7% | -57.5% | -1.5% |
| 5Y | -11.8% | +66.1% | -78.0% | -25.3% |
| All | +24.8% | +222.7% | -197.9% | -20.0% |
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