+268.2%
PM vs VEA
+161.1%
+107.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -2.4% | +1.8% | -4.2% | -3.5% |
| 30D | -1.3% | -0.9% | -0.4% | -0.9% |
| 3M | +6.5% | -5.0% | +11.6% | +9.4% |
| 6M | +7.0% | 0.0% | +7.0% | +5.7% |
| YTD | +25.8% | +12.2% | +13.6% | +15.0% |
| 1Y | +30.9% | +14.7% | +16.2% | +17.9% |
| 3Y | +148.0% | +73.2% | +74.8% | +66.2% |
| 5Y | +161.2% | +53.7% | +107.5% | +89.4% |
| All | +268.2% | +161.1% | +107.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling