+128.7%
PM vs VEU
+56.2%
+72.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -0.2% | +0.7% | -0.8% | -0.4% |
| 3M | +4.9% | +4.7% | +0.2% | +2.8% |
| 6M | +9.0% | +11.6% | -2.6% | +3.6% |
| YTD | +17.8% | +16.8% | +1.0% | +9.7% |
| 1Y | +16.8% | +24.9% | -8.1% | +5.5% |
| 3Y | +125.4% | +75.7% | +49.7% | +70.5% |
| 5Y | +128.7% | +56.1% | +72.6% | +78.2% |
| All | +128.7% | +56.2% | +72.5% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling