+221.7%
PR vs VSH
+24.4%
+197.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.5% |
| 7D | -16.4% | -12.9% | -3.5% | -13.7% |
| 30D | -1.9% | -36.9% | +35.0% | +8.8% |
| 3M | +8.0% | -28.8% | +36.7% | +14.8% |
| 6M | +4.1% | -30.3% | +34.4% | +3.2% |
| YTD | +58.7% | +62.4% | -3.7% | +10.7% |
| 1Y | +75.8% | +62.5% | +13.3% | +21.9% |
| 3Y | +73.2% | +7.4% | +65.8% | +34.6% |
| All | +221.7% | +24.4% | +197.3% | +110.5% |
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