+78.7%
PR vs VSH
+141.4%
-62.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.8% | -6.0% | -0.8% |
| 7D | -0.5% | +12.8% | -13.3% | -6.3% |
| 30D | -4.6% | -9.0% | +4.4% | -3.1% |
| 3M | +4.7% | -12.2% | +16.9% | +6.1% |
| 6M | +12.4% | -15.9% | +28.4% | +3.8% |
| YTD | +62.9% | +103.2% | -40.4% | -10.3% |
| 1Y | +70.6% | +108.4% | -37.9% | -8.1% |
| 3Y | +90.0% | +41.6% | +48.5% | +15.3% |
| 5Y | +255.5% | +54.6% | +200.9% | +94.6% |
| 10Y | +78.7% | +138.2% | -59.4% | -2.1% |
| All | +78.7% | +141.4% | -62.7% | -2.1% |
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