+13.4%
PG vs VSH
+74.2%
-60.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +1.6% |
| 7D | -0.8% | +4.8% | -5.6% | -0.8% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -1.3% | -43.1% | +41.7% | -0.7% |
| 6M | -3.8% | +91.8% | -95.6% | -7.6% |
| YTD | +3.6% | +131.6% | -128.0% | -1.3% |
| 1Y | -5.7% | +118.1% | -123.8% | -10.1% |
| 3Y | +1.6% | +40.9% | -39.3% | -0.4% |
| All | +13.4% | +74.2% | -60.8% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling