+415.3%
PR vs VEU
+56.2%
+359.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.1% |
| 7D | +2.9% | +1.1% | +1.8% | +1.7% |
| 30D | +18.0% | +2.2% | +15.9% | +15.4% |
| 3M | +16.9% | +3.0% | +13.9% | +12.5% |
| 6M | +28.2% | +10.9% | +17.4% | +11.3% |
| YTD | +69.3% | +18.2% | +51.1% | +34.9% |
| 1Y | +69.5% | +28.3% | +41.2% | +20.8% |
| 3Y | +81.7% | +74.6% | +7.1% | -15.9% |
| All | +415.3% | +56.2% | +359.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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