+82.2%
PR vs VSH
+124.9%
-42.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +3.9% |
| 7D | +6.7% | +26.2% | -19.5% | -3.9% |
| 30D | -6.1% | -12.5% | +6.4% | -3.2% |
| 3M | +6.9% | -16.9% | +23.8% | +10.7% |
| 6M | +14.6% | -17.0% | +31.6% | +5.8% |
| YTD | +66.1% | +93.8% | -27.7% | -6.8% |
| 1Y | +77.0% | +99.3% | -22.3% | -3.1% |
| 3Y | +93.8% | +35.0% | +58.9% | +19.8% |
| 5Y | +268.2% | +45.8% | +222.4% | +106.8% |
| All | +82.2% | +124.9% | -42.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling