+624.4%
PM vs VXUS
+156.4%
+468.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -5.2% | -1.8% | -3.5% | -4.3% |
| 30D | +2.7% | -4.6% | +7.3% | +5.3% |
| 3M | +6.1% | -6.1% | +12.2% | +9.6% |
| 6M | +18.0% | -4.9% | +22.9% | +20.1% |
| YTD | +26.6% | +8.1% | +18.5% | +19.2% |
| 1Y | +36.7% | +12.1% | +24.6% | +26.0% |
| 3Y | +146.0% | +63.9% | +82.1% | +78.1% |
| 5Y | +164.1% | +43.1% | +121.0% | +105.9% |
| 10Y | +238.8% | +139.2% | +99.6% | +91.1% |
| All | +624.4% | +156.4% | +468.0% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling