+454.5%
V vs PM
+242.6%
+211.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.6% | -6.6% | +7.2% | +3.0% |
| 30D | +9.7% | -3.4% | +13.2% | +10.9% |
| 3M | +17.3% | +5.3% | +12.0% | +15.0% |
| 6M | +33.2% | +15.5% | +17.7% | +26.0% |
| YTD | +21.3% | +24.3% | -2.9% | +10.9% |
| 1Y | +27.3% | +29.7% | -2.4% | +14.4% |
| 3Y | +76.1% | +144.9% | -68.8% | +19.3% |
| 5Y | +103.5% | +159.0% | -55.6% | +33.0% |
| 10Y | +454.5% | +250.9% | +203.5% | +187.5% |
| All | +454.5% | +242.6% | +211.9% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling