+836.5%
PM vs VEA
+187.4%
+649.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -7.1% | -1.3% | -5.8% | -6.4% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | +6.3% | -3.6% | +9.9% | +8.2% |
| 6M | +9.6% | -0.5% | +10.2% | +8.8% |
| YTD | +25.6% | +13.0% | +12.6% | +15.6% |
| 1Y | +29.7% | +16.3% | +13.4% | +17.4% |
| 3Y | +147.6% | +74.4% | +73.1% | +75.5% |
| 5Y | +160.1% | +55.8% | +104.3% | +94.9% |
| 10Y | +260.9% | +161.1% | +99.8% | +100.5% |
| All | +836.5% | +187.4% | +649.0% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling