+826.4%
PM vs VEU
+168.5%
+657.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -6.6% | +0.5% | -7.1% | -6.9% |
| 30D | -3.4% | -2.3% | -1.2% | -2.4% |
| 3M | +5.3% | -4.4% | +9.7% | +7.5% |
| 6M | +15.5% | -2.2% | +17.7% | +15.7% |
| YTD | +24.3% | +10.9% | +13.3% | +15.8% |
| 1Y | +29.7% | +13.4% | +16.3% | +19.3% |
| 3Y | +144.9% | +69.7% | +75.2% | +77.8% |
| 5Y | +159.0% | +50.0% | +109.1% | +99.9% |
| 10Y | +250.9% | +145.8% | +105.2% | +104.9% |
| All | +826.4% | +168.5% | +657.9% | +370.2% |
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 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