+146.7%
PM vs VEA
+75.3%
+71.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -7.1% | -1.3% | -5.8% | -6.8% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | +6.3% | -3.6% | +9.9% | +7.0% |
| 6M | +9.6% | -0.5% | +10.2% | +9.4% |
| YTD | +25.6% | +13.0% | +12.6% | +20.5% |
| 1Y | +29.7% | +16.3% | +13.4% | +23.4% |
| All | +146.7% | +75.3% | +71.4% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling