+368.5%
PSX vs VMC
+48.3%
+320.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.2% |
| 7D | +1.8% | -5.3% | +7.2% | +2.8% |
| 30D | +21.6% | -12.3% | +33.9% | +24.5% |
| 3M | +46.5% | -10.3% | +56.7% | +48.6% |
| 6M | +62.0% | -8.6% | +70.6% | +62.9% |
| YTD | +106.3% | -11.9% | +118.2% | +108.4% |
| 1Y | +103.0% | -13.9% | +116.9% | +106.0% |
| 3Y | +135.5% | +18.2% | +117.4% | +116.2% |
| 5Y | +368.5% | +47.7% | +320.8% | +294.6% |
| All | +368.5% | +48.3% | +320.3% | +294.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling