-96.6%
PMVP vs VT
+132.3%
-228.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +5.7% | +0.4% | +5.3% | +5.0% |
| 30D | +10.3% | +1.0% | +9.3% | +8.7% |
| 3M | +8.4% | +2.4% | +6.0% | +4.8% |
| 6M | -14.0% | +12.0% | -26.0% | -26.6% |
| YTD | +3.2% | +15.3% | -12.1% | -15.4% |
| 1Y | -10.4% | +22.6% | -33.0% | -32.5% |
| 3Y | -82.4% | +74.7% | -157.0% | -92.2% |
| 5Y | -95.4% | +66.1% | -161.5% | -97.8% |
| All | -96.6% | +132.3% | -228.8% | -98.5% |
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