-99.7%
PMAX price history and return analytics
+44.1%
-143.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.7% | +5.2% |
| 7D | +5.2% | -0.1% | +5.4% | +5.3% |
| 30D | -43.5% | -0.7% | -42.8% | -42.7% |
| 3M | -53.1% | +4.0% | -57.1% | -56.3% |
| 6M | -88.7% | +12.3% | -101.0% | -90.6% |
| YTD | -94.9% | +14.0% | -109.0% | -95.9% |
| 1Y | -95.7% | +20.3% | -116.0% | -96.6% |
| All | -99.7% | +44.1% | -143.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling