-97.1%
PMAX price history and return analytics
+13.3%
-110.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.1% | 0.0% | +20.1% | +20.0% |
| 7D | +36.4% | -1.6% | +38.0% | +43.0% |
| 30D | -20.6% | -2.5% | -18.1% | -14.4% |
| 3M | -60.1% | -1.3% | -58.8% | -58.4% |
| 6M | -66.9% | +3.1% | -70.0% | -69.9% |
| YTD | -96.3% | +10.9% | -107.2% | -97.3% |
| All | -97.1% | +13.3% | -110.4% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling