-96.3%
PMAX price history and return analytics
+18.7%
-115.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +3.3% |
| 7D | +6.9% | -2.0% | +8.9% | +14.3% |
| 30D | -44.3% | -1.4% | -42.9% | -41.5% |
| 3M | -50.6% | +4.7% | -55.3% | -58.9% |
| 6M | -85.4% | +11.4% | -96.8% | -89.8% |
| YTD | -94.9% | +13.1% | -108.0% | -96.9% |
| 1Y | -96.3% | +19.0% | -115.3% | -98.4% |
| All | -96.3% | +18.7% | -115.0% | -98.4% |
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