+83.0%
PL vs VEU
+61.9%
+21.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -2.2% |
| 7D | -9.3% | +1.1% | -10.5% | -11.3% |
| 30D | -18.9% | +2.2% | -21.1% | -22.0% |
| 3M | -58.4% | +3.0% | -61.4% | -59.6% |
| 6M | -30.3% | +10.9% | -41.2% | -40.8% |
| YTD | -8.1% | +18.2% | -26.3% | -30.7% |
| 1Y | +180.5% | +28.3% | +152.2% | +84.2% |
| 3Y | +444.1% | +74.6% | +369.5% | +130.5% |
| 5Y | +83.0% | +56.4% | +26.7% | -10.9% |
| All | +83.0% | +61.9% | +21.2% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling