+116.1%
PG vs VEA
+165.0%
-48.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.2% |
| 30D | +0.8% | -0.8% | +1.7% | +1.1% |
| 3M | -1.3% | +2.5% | -3.8% | -2.6% |
| 6M | -3.8% | +11.1% | -15.0% | -8.8% |
| YTD | +3.6% | +17.2% | -13.5% | -4.1% |
| 1Y | -5.7% | +24.5% | -30.2% | -15.3% |
| 3Y | +1.6% | +75.4% | -73.8% | -23.4% |
| 5Y | +14.6% | +61.1% | -46.5% | -10.4% |
| All | +116.1% | +165.0% | -48.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling