+255.2%
PG vs VXUS
+178.6%
+76.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.4% | +1.6% | -2.0% | -1.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.6% |
| 3M | +1.1% | +5.7% | -4.6% | -1.4% |
| 6M | -3.8% | +13.6% | -17.4% | -9.2% |
| YTD | +3.8% | +17.4% | -13.6% | -3.5% |
| 1Y | -5.8% | +25.1% | -30.8% | -14.8% |
| 3Y | +3.0% | +75.8% | -72.8% | -20.4% |
| 5Y | +14.5% | +55.4% | -40.9% | -7.3% |
| 10Y | +117.8% | +146.4% | -28.6% | +40.5% |
| All | +255.2% | +178.6% | +76.6% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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