-94.9%
PMVP vs VT
+57.5%
-152.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -11.6% | -0.1% | -11.5% | -11.7% |
| 30D | -19.7% | -3.1% | -16.7% | -16.4% |
| 3M | -0.8% | -3.5% | +2.7% | +3.5% |
| 6M | -13.5% | +0.5% | -13.9% | -14.7% |
| YTD | -2.4% | +10.8% | -13.2% | -16.1% |
| 1Y | -6.2% | +11.9% | -18.0% | -20.4% |
| 3Y | -39.0% | +73.0% | -112.0% | -74.1% |
| 5Y | -94.9% | +58.6% | -153.6% | -97.4% |
| All | -94.9% | +57.5% | -152.5% | -97.4% |
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