-39.7%
PMTS vs VT
+250.7%
-290.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.0% | +0.4% | -2.5% | -2.4% |
| 30D | +24.2% | +1.0% | +23.3% | +23.4% |
| 3M | +59.5% | +2.4% | +57.1% | +56.8% |
| 6M | +126.6% | +12.0% | +114.6% | +107.5% |
| YTD | +92.4% | +15.3% | +77.0% | +72.1% |
| 1Y | +91.6% | +22.6% | +69.0% | +64.5% |
| 3Y | +34.7% | +74.7% | -40.0% | -8.1% |
| 5Y | -5.7% | +66.1% | -71.8% | -33.7% |
| 10Y | +8.7% | +225.0% | -216.3% | -48.0% |
| All | -39.7% | +250.7% | -290.4% | -72.2% |
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