+0.7%
PMM price history and return analytics
+57.4%
-56.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +13.5% | -2.6% | +16.1% | +14.3% |
| 3M | +4.9% | -3.2% | +8.1% | +5.8% |
| 6M | +7.8% | +0.9% | +6.8% | +7.3% |
| YTD | +10.2% | +11.3% | -1.1% | +6.3% |
| 1Y | +15.2% | +14.0% | +1.2% | +10.3% |
| 3Y | +37.9% | +75.8% | -37.9% | +14.7% |
| 5Y | +0.7% | +57.8% | -57.1% | -16.0% |
| All | +0.7% | +57.4% | -56.6% | -16.0% |
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 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