+763.1%
PM vs VEA
+202.5%
+560.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -4.9% | +1.0% | -5.8% | -5.4% |
| 30D | -3.4% | +1.9% | -5.3% | -4.5% |
| 3M | +5.2% | +3.2% | +2.0% | +2.7% |
| 6M | +3.7% | +10.2% | -6.5% | -2.8% |
| YTD | +15.8% | +18.9% | -3.1% | +3.9% |
| 1Y | +17.4% | +29.3% | -12.0% | +0.2% |
| 3Y | +116.9% | +76.8% | +40.2% | +53.2% |
| 5Y | +117.3% | +61.2% | +56.1% | +60.3% |
| 10Y | +193.8% | +163.3% | +30.5% | +62.8% |
| All | +763.1% | +202.5% | +560.7% | +309.4% |
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