+211.8%
PM vs VSH
+172.7%
+39.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.2% | +3.5% | -4.7% | -1.5% |
| 30D | -0.2% | -4.4% | +4.2% | +0.1% |
| 3M | +4.9% | -45.8% | +50.7% | +10.5% |
| 6M | +9.0% | +90.1% | -81.1% | -4.1% |
| YTD | +17.8% | +120.3% | -102.5% | +1.1% |
| 1Y | +16.8% | +112.2% | -95.4% | +0.1% |
| 3Y | +125.4% | +36.6% | +88.9% | +103.4% |
| 5Y | +128.7% | +67.0% | +61.7% | +91.8% |
| 10Y | +211.8% | +179.5% | +32.4% | +123.4% |
| All | +211.8% | +172.7% | +39.1% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling