+562.5%
PM vs VXUS
+179.6%
+382.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -4.9% | +1.0% | -5.9% | -5.4% |
| 30D | -3.4% | +2.2% | -5.6% | -4.6% |
| 3M | +5.2% | +3.0% | +2.2% | +2.8% |
| 6M | +3.7% | +10.7% | -6.9% | -3.1% |
| YTD | +15.8% | +17.8% | -2.1% | +4.2% |
| 1Y | +17.4% | +27.6% | -10.2% | +0.6% |
| 3Y | +116.9% | +73.3% | +43.6% | +52.9% |
| 5Y | +117.3% | +54.3% | +63.0% | +62.9% |
| 10Y | +193.8% | +149.8% | +43.9% | +61.9% |
| All | +562.5% | +179.6% | +382.9% | +241.5% |
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