+144.9%
PM vs VEU
+70.5%
+74.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.6% |
| 30D | -3.4% | -2.3% | -1.2% | -3.1% |
| 3M | +5.3% | -4.4% | +9.7% | +5.9% |
| 6M | +15.5% | -2.2% | +17.7% | +15.5% |
| YTD | +24.3% | +10.9% | +13.3% | +19.9% |
| 1Y | +29.7% | +13.4% | +16.3% | +24.4% |
| 3Y | +144.9% | +69.7% | +75.2% | +98.3% |
| All | +144.9% | +70.5% | +74.4% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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