+168.1%
PM vs VSH
+24.4%
+143.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -1.7% |
| 7D | -5.2% | -12.9% | +7.7% | -5.5% |
| 30D | +2.7% | -36.9% | +39.6% | +1.7% |
| 3M | +6.1% | -28.8% | +34.9% | +5.4% |
| 6M | +18.0% | -30.3% | +48.3% | +15.8% |
| YTD | +26.6% | +62.4% | -35.8% | +21.9% |
| 1Y | +36.7% | +62.5% | -25.8% | +31.6% |
| 3Y | +146.0% | +7.4% | +138.6% | +143.2% |
| All | +168.1% | +24.4% | +143.7% | +152.7% |
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