+70.3%
PR vs VSH
+117.5%
-47.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -9.5% | -1.6% | -7.9% | -9.7% |
| 30D | -5.7% | -21.3% | +15.6% | +1.8% |
| 3M | +3.0% | -18.9% | +21.9% | +8.0% |
| 6M | +11.8% | -21.4% | +33.2% | +6.0% |
| YTD | +58.5% | +86.8% | -28.4% | -9.5% |
| 1Y | +69.9% | +85.8% | -15.9% | -3.5% |
| 3Y | +84.9% | +30.1% | +54.8% | +16.3% |
| 5Y | +246.4% | +42.8% | +203.6% | +95.9% |
| 10Y | +70.3% | +121.2% | -50.9% | -3.1% |
| All | +70.3% | +117.5% | -47.2% | -3.1% |
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