+836.5%
PM vs VEU
+171.0%
+665.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -7.1% | -0.5% | -6.5% | -6.8% |
| 30D | -2.8% | -1.0% | -1.8% | -2.4% |
| 3M | +6.3% | -3.6% | +9.9% | +8.1% |
| 6M | +9.6% | -1.2% | +10.8% | +9.2% |
| YTD | +25.6% | +12.0% | +13.6% | +16.4% |
| 1Y | +29.7% | +13.9% | +15.8% | +19.0% |
| 3Y | +147.6% | +71.3% | +76.3% | +78.8% |
| 5Y | +160.1% | +50.3% | +109.8% | +100.6% |
| 10Y | +260.9% | +150.3% | +110.6% | +108.7% |
| All | +836.5% | +171.0% | +665.4% | +372.9% |
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