+46.9%
PM vs VSH
+62.1%
-15.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.6% | +1.1% |
| 7D | +4.3% | -13.6% | +17.9% | +2.9% |
| 30D | +11.5% | -30.4% | +41.8% | +8.0% |
| 3M | +13.0% | -33.3% | +46.3% | +9.5% |
| 6M | +25.9% | -15.1% | +41.0% | +21.3% |
| YTD | +34.0% | +80.2% | -46.2% | +31.4% |
| 1Y | +46.9% | +63.4% | -16.5% | +43.0% |
| All | +46.9% | +62.1% | -15.2% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling