+763.1%
PM vs VSH
+486.0%
+277.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.6% |
| 7D | -4.9% | +4.1% | -8.9% | -5.4% |
| 30D | -3.4% | -4.2% | +0.8% | -3.1% |
| 3M | +5.2% | -50.0% | +55.1% | +13.9% |
| 6M | +3.7% | +80.2% | -76.5% | -9.5% |
| YTD | +15.8% | +121.1% | -105.3% | -2.6% |
| 1Y | +17.4% | +112.0% | -94.6% | -1.4% |
| 3Y | +116.9% | +22.5% | +94.4% | +93.9% |
| 5Y | +117.3% | +64.0% | +53.3% | +80.0% |
| 10Y | +193.8% | +170.4% | +23.4% | +110.7% |
| All | +763.1% | +486.0% | +277.1% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling