+147.8%
PR vs VEU
+144.8%
+3.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -1.0% |
| 7D | -16.5% | -3.4% | -13.1% | -13.6% |
| 30D | -4.5% | -5.6% | +1.1% | +1.2% |
| 3M | +8.5% | -6.2% | +14.8% | +15.4% |
| 6M | -3.3% | -2.0% | -1.4% | -3.8% |
| YTD | +55.7% | +8.5% | +47.3% | +34.6% |
| 1Y | +82.0% | +12.1% | +70.0% | +50.9% |
| 3Y | +62.5% | +64.7% | -2.3% | -16.2% |
| 5Y | +223.9% | +45.3% | +178.6% | +97.7% |
| 10Y | +64.2% | +142.3% | -78.1% | +1.5% |
| All | +147.8% | +144.8% | +3.0% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling