+146.0%
PM vs VXUS
+63.2%
+82.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | -1.8% | -3.5% | -4.9% |
| 30D | +2.7% | -4.6% | +7.3% | +3.4% |
| 3M | +6.1% | -6.1% | +12.2% | +7.0% |
| 6M | +18.0% | -4.9% | +22.9% | +18.6% |
| YTD | +26.6% | +8.1% | +18.5% | +22.6% |
| 1Y | +36.7% | +12.1% | +24.6% | +31.0% |
| 3Y | +146.0% | +63.9% | +82.1% | +100.2% |
| All | +146.0% | +63.2% | +82.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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