+220.4%
PR vs VSH
+41.5%
+178.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.4% | -14.5% | -4.3% |
| 7D | -12.4% | +3.5% | -15.9% | -13.5% |
| 30D | -6.6% | -22.4% | +15.9% | -1.7% |
| 3M | +7.5% | -25.2% | +32.7% | +13.1% |
| 6M | +10.8% | -22.5% | +33.3% | +7.1% |
| YTD | +57.0% | +84.2% | -27.2% | +6.0% |
| 1Y | +67.9% | +87.1% | -19.1% | +12.0% |
| 3Y | +87.6% | +31.7% | +55.9% | +35.0% |
| 5Y | +220.4% | +42.6% | +177.8% | +100.7% |
| All | +220.4% | +41.5% | +178.8% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling