+843.8%
PM vs VSH
+330.4%
+513.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.5% |
| 7D | -5.2% | -12.9% | +7.7% | -3.7% |
| 30D | +2.7% | -36.9% | +39.6% | +8.4% |
| 3M | +6.1% | -28.8% | +34.9% | +9.6% |
| 6M | +18.0% | -30.3% | +48.3% | +18.4% |
| YTD | +26.6% | +62.4% | -35.8% | +9.8% |
| 1Y | +36.7% | +62.5% | -25.8% | +18.2% |
| 3Y | +146.0% | +7.4% | +138.6% | +119.0% |
| 5Y | +164.1% | +25.4% | +138.7% | +123.9% |
| 10Y | +238.8% | +102.6% | +136.2% | +149.8% |
| All | +843.8% | +330.4% | +513.4% | +423.9% |
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