-23.5%
PMT vs VT
+57.0%
-80.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.2% |
| 7D | -5.1% | +2.4% | -7.4% | -7.2% |
| 30D | +8.4% | -1.5% | +9.9% | +9.7% |
| 3M | -17.3% | -4.1% | -13.2% | -14.1% |
| 6M | -22.4% | +0.6% | -22.9% | -23.1% |
| YTD | -32.7% | +11.0% | -43.8% | -39.7% |
| 1Y | -29.8% | +13.3% | -43.2% | -38.4% |
| 3Y | -18.1% | +73.4% | -91.5% | -54.5% |
| All | -23.5% | +57.0% | -80.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling