+300.5%
PG vs VEU
+185.0%
+115.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -2.7% | -1.9% | -0.8% | -1.9% |
| 30D | -1.5% | -0.7% | -0.8% | -1.3% |
| 3M | -3.4% | +4.9% | -8.2% | -5.5% |
| 6M | -7.0% | +9.8% | -16.8% | -11.1% |
| YTD | +2.0% | +15.3% | -13.3% | -4.6% |
| 1Y | -6.5% | +23.0% | -29.5% | -15.0% |
| 3Y | +1.2% | +73.5% | -72.3% | -21.5% |
| 5Y | +12.8% | +54.5% | -41.7% | -8.7% |
| 10Y | +117.7% | +150.4% | -32.7% | +40.3% |
| All | +300.5% | +185.0% | +115.5% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling