+128.7%
PM vs VEA
+60.9%
+67.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -0.2% | +0.4% | -0.6% | -0.4% |
| 3M | +4.9% | +4.8% | +0.1% | +2.7% |
| 6M | +9.0% | +11.3% | -2.2% | +3.6% |
| YTD | +17.8% | +17.4% | +0.4% | +9.3% |
| 1Y | +16.8% | +26.2% | -9.4% | +4.8% |
| 3Y | +125.4% | +77.7% | +47.7% | +69.0% |
| 5Y | +128.7% | +60.9% | +67.8% | +74.9% |
| All | +128.7% | +60.9% | +67.8% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling