+64.8%
PR vs VSH
+128.2%
-63.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.4% | -14.5% | -6.6% |
| 7D | -12.4% | +3.5% | -15.9% | -14.5% |
| 30D | -6.6% | -22.4% | +15.9% | +1.4% |
| 3M | +7.5% | -25.2% | +32.7% | +16.4% |
| 6M | +10.8% | -22.5% | +33.3% | +5.7% |
| YTD | +57.0% | +84.2% | -27.2% | -9.9% |
| 1Y | +67.9% | +87.1% | -19.1% | -5.3% |
| 3Y | +87.6% | +31.7% | +55.9% | +16.6% |
| 5Y | +220.4% | +42.6% | +177.8% | +80.5% |
| 10Y | +64.8% | +116.6% | -51.8% | -6.9% |
| All | +64.8% | +128.2% | -63.4% | -6.9% |
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