+40.6%
PMO vs VT
+223.7%
-183.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +12.3% | -2.6% | +14.9% | +13.1% |
| 3M | +2.9% | -3.2% | +6.1% | +3.8% |
| 6M | +3.5% | +0.9% | +2.5% | +3.0% |
| YTD | +2.8% | +11.3% | -8.5% | -0.6% |
| 1Y | +7.2% | +14.0% | -6.8% | +3.0% |
| 3Y | +27.2% | +75.8% | -48.7% | +6.8% |
| 5Y | -3.5% | +57.8% | -61.4% | -17.0% |
| 10Y | +40.6% | +219.8% | -179.2% | -11.7% |
| All | +40.6% | +223.7% | -183.1% | -11.7% |
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