+161.6%
PMT vs VT
+475.0%
-313.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.8% |
| 7D | +5.1% | -2.3% | +7.4% | +7.1% |
| 30D | +4.7% | -5.0% | +9.6% | +9.2% |
| 3M | -11.5% | -4.9% | -6.6% | -7.6% |
| 6M | -22.1% | -1.5% | -20.5% | -21.3% |
| YTD | -29.1% | +8.5% | -37.6% | -34.4% |
| 1Y | -24.0% | +11.4% | -35.4% | -31.3% |
| 3Y | -14.7% | +70.1% | -84.7% | -47.2% |
| 5Y | -21.7% | +53.7% | -75.5% | -47.0% |
| 10Y | +57.1% | +220.0% | -162.9% | -35.8% |
| All | +161.6% | +475.0% | -313.5% | -24.5% |
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