+848.9%
PM vs VEA
+185.4%
+663.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +2.3% | -1.7% | -0.8% |
| 30D | -3.2% | +0.2% | -3.4% | -3.4% |
| 3M | +6.2% | -5.3% | +11.6% | +9.1% |
| 6M | +7.7% | -0.9% | +8.6% | +7.1% |
| YTD | +27.3% | +12.2% | +15.1% | +17.6% |
| 1Y | +32.8% | +16.1% | +16.7% | +20.3% |
| 3Y | +150.0% | +73.0% | +77.0% | +78.0% |
| 5Y | +164.2% | +53.7% | +110.5% | +99.5% |
| 10Y | +265.7% | +159.3% | +106.4% | +103.9% |
| All | +848.9% | +185.4% | +663.5% | +363.5% |
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