+763.1%
PM vs VEU
+186.1%
+577.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -4.9% | +1.1% | -6.0% | -5.5% |
| 30D | -3.4% | +2.2% | -5.6% | -4.5% |
| 3M | +5.2% | +3.0% | +2.2% | +2.9% |
| 6M | +3.7% | +10.9% | -7.1% | -2.9% |
| YTD | +15.8% | +18.2% | -2.4% | +4.5% |
| 1Y | +17.4% | +28.3% | -10.9% | +1.1% |
| 3Y | +116.9% | +74.6% | +42.3% | +55.6% |
| 5Y | +117.3% | +56.4% | +61.0% | +64.5% |
| 10Y | +193.8% | +153.0% | +40.7% | +69.2% |
| All | +763.1% | +186.1% | +577.1% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling