+150.0%
PM vs VSH
+31.2%
+118.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +0.9% |
| 7D | +0.5% | +14.3% | -13.8% | +1.6% |
| 30D | -3.2% | -7.9% | +4.6% | -3.5% |
| 3M | +6.2% | -19.9% | +26.1% | +5.1% |
| 6M | +7.7% | -30.5% | +38.2% | +5.9% |
| YTD | +27.3% | +85.7% | -58.4% | +30.7% |
| 1Y | +32.8% | +98.9% | -66.2% | +36.8% |
| 3Y | +150.0% | +32.1% | +117.9% | +154.5% |
| All | +150.0% | +31.2% | +118.8% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling