+94.9%
PR vs VSH
+31.2%
+63.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.9% |
| 7D | +6.0% | +14.3% | -8.4% | +3.3% |
| 30D | -4.2% | -7.9% | +3.7% | -3.6% |
| 3M | +10.0% | -19.9% | +29.8% | +12.6% |
| 6M | +15.6% | -30.5% | +46.1% | +16.0% |
| YTD | +68.2% | +85.7% | -17.5% | +22.2% |
| 1Y | +79.2% | +98.9% | -19.7% | +26.7% |
| 3Y | +94.9% | +32.1% | +62.8% | +43.9% |
| All | +94.9% | +31.2% | +63.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling