+134.1%
PSX vs VMC
+22.8%
+111.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +2.8% | -0.5% | +3.4% | +2.9% |
| 30D | +27.8% | -9.1% | +36.9% | +29.0% |
| 3M | +42.0% | -4.1% | +46.2% | +41.8% |
| 6M | +58.1% | -5.5% | +63.6% | +57.7% |
| YTD | +105.0% | -8.9% | +113.9% | +104.8% |
| 1Y | +104.9% | -12.9% | +117.9% | +107.0% |
| 3Y | +134.1% | +22.1% | +111.9% | +117.4% |
| All | +134.1% | +22.8% | +111.2% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling