+32.9%
PL vs VEU
+48.7%
-15.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.4% |
| 7D | +22.3% | +2.4% | +19.9% | +17.4% |
| 30D | -8.3% | -2.0% | -6.3% | -3.8% |
| 3M | -43.3% | -5.1% | -38.1% | -36.4% |
| 6M | -65.8% | -0.7% | -65.1% | -63.9% |
| YTD | -29.5% | +11.0% | -40.5% | -40.6% |
| 1Y | +11.7% | +12.4% | -0.6% | -7.7% |
| 3Y | +540.6% | +69.8% | +470.8% | +169.7% |
| 5Y | +32.9% | +48.2% | -15.3% | -12.9% |
| All | +32.9% | +48.7% | -15.8% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling