+3,899.5%
PG vs VSH
+1,668.7%
+2,230.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -3.4% | +3.5% | -6.9% | -3.7% |
| 30D | -2.6% | -4.4% | +1.8% | -2.3% |
| 3M | -3.3% | -45.8% | +42.5% | +0.5% |
| 6M | -6.7% | +90.1% | -96.9% | -13.2% |
| YTD | +1.7% | +120.3% | -118.6% | -6.7% |
| 1Y | -7.9% | +112.2% | -120.2% | -15.6% |
| 3Y | +0.9% | +36.6% | -35.7% | -5.6% |
| 5Y | +12.6% | +67.0% | -54.4% | +2.6% |
| 10Y | +117.2% | +179.5% | -62.3% | +84.9% |
| All | +3,899.5% | +1,668.7% | +2,230.8% | +2,030.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling