-86.1%
PMCB price history and return analytics
+57.4%
-143.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.6% | +10.5% | +11.0% |
| 7D | +31.2% | +0.4% | +30.8% | +31.0% |
| 30D | +0.6% | -2.6% | +3.2% | +2.9% |
| 3M | -31.0% | -3.2% | -27.8% | -28.9% |
| 6M | -46.1% | +0.9% | -47.1% | -46.0% |
| YTD | -43.8% | +11.3% | -55.1% | -47.3% |
| 1Y | -52.2% | +14.0% | -66.2% | -55.8% |
| 3Y | -81.2% | +75.8% | -157.0% | -86.7% |
| 5Y | -86.1% | +57.8% | -143.9% | -87.7% |
| All | -86.1% | +57.4% | -143.5% | -87.7% |
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