+1,112.1%
PSX vs VMC
+597.2%
+514.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | +4.5% | -4.3% | +8.9% | +6.3% |
| 30D | +26.6% | -8.2% | +34.9% | +30.6% |
| 3M | +39.3% | -7.0% | +46.3% | +41.7% |
| 6M | +56.8% | -10.8% | +67.6% | +60.9% |
| YTD | +101.8% | -7.4% | +109.2% | +102.7% |
| 1Y | +99.6% | -9.5% | +109.1% | +101.7% |
| 3Y | +140.3% | +20.5% | +119.9% | +110.6% |
| 5Y | +339.3% | +51.6% | +287.8% | +237.7% |
| 10Y | +369.9% | +150.0% | +219.8% | +174.7% |
| All | +1,112.1% | +597.2% | +514.9% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling