+117.4%
PM vs VSH
+64.7%
+52.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -1.9% |
| 7D | -4.9% | +4.1% | -8.9% | -4.8% |
| 30D | -3.4% | -4.2% | +0.8% | -3.4% |
| 3M | +5.2% | -50.0% | +55.1% | +5.3% |
| 6M | +3.7% | +80.2% | -76.5% | +0.7% |
| YTD | +15.8% | +121.1% | -105.3% | +11.8% |
| 1Y | +17.4% | +112.0% | -94.6% | +13.3% |
| 3Y | +116.9% | +22.5% | +94.4% | +121.9% |
| All | +117.4% | +64.7% | +52.7% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling