-55.7%
PUMP vs VT
+193.4%
-249.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.7% | -12.3% | -13.3% |
| 7D | -17.3% | -0.3% | -17.0% | -17.2% |
| 30D | -33.1% | -1.4% | -31.6% | -31.6% |
| 3M | -43.6% | -1.4% | -42.2% | -42.4% |
| 6M | -61.9% | +5.5% | -67.4% | -65.2% |
| YTD | -32.5% | +12.8% | -45.3% | -46.0% |
| 1Y | -36.9% | +15.4% | -52.3% | -51.2% |
| 3Y | -37.2% | +76.9% | -114.1% | -74.8% |
| 5Y | -32.0% | +60.4% | -92.4% | -68.0% |
| All | -55.7% | +193.4% | -249.1% | -90.1% |
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