+174.2%
PMO vs VT
+346.0%
-171.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +3.3% | -2.3% | +5.6% | +3.7% |
| 30D | +14.0% | -5.0% | +18.9% | +14.9% |
| 3M | +2.2% | -4.9% | +7.1% | +3.0% |
| 6M | +2.6% | -1.5% | +4.1% | +2.8% |
| YTD | +1.1% | +8.5% | -7.4% | -0.3% |
| 1Y | +5.2% | +11.4% | -6.2% | +3.3% |
| 3Y | +28.9% | +70.1% | -41.2% | +18.1% |
| 5Y | -4.1% | +53.7% | -57.9% | -11.3% |
| 10Y | +37.3% | +220.0% | -182.7% | +15.0% |
| All | +174.2% | +346.0% | -171.8% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling