+162.6%
PM vs VXUS
+45.4%
+117.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +2.1% | -1.6% | -0.2% |
| 30D | -3.2% | -1.1% | -2.1% | -2.9% |
| 3M | +6.2% | -5.6% | +11.8% | +8.1% |
| 6M | +7.7% | -2.3% | +9.9% | +7.8% |
| YTD | +27.3% | +10.4% | +16.9% | +20.8% |
| 1Y | +32.8% | +13.1% | +19.7% | +24.7% |
| 3Y | +150.0% | +68.0% | +82.0% | +91.6% |
| All | +162.6% | +45.4% | +117.2% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling