+116.1%
PG vs VSH
+196.4%
-80.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +1.2% |
| 7D | -0.8% | +4.8% | -5.6% | -1.1% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -1.3% | -43.1% | +41.7% | +2.1% |
| 6M | -3.8% | +91.8% | -95.6% | -11.9% |
| YTD | +3.6% | +131.6% | -128.0% | -7.2% |
| 1Y | -5.7% | +118.1% | -123.8% | -15.4% |
| 3Y | +1.6% | +40.9% | -39.3% | -5.6% |
| 5Y | +14.6% | +75.8% | -61.2% | +1.3% |
| All | +116.1% | +196.4% | -80.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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