+135.3%
PSX vs VEU
+74.2%
+61.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +21.6% | +0.7% | +21.0% | +21.2% |
| 3M | +46.5% | +4.7% | +41.8% | +42.6% |
| 6M | +62.0% | +11.6% | +50.4% | +50.0% |
| YTD | +106.3% | +16.8% | +89.5% | +82.5% |
| 1Y | +103.0% | +24.9% | +78.1% | +69.0% |
| All | +135.3% | +74.2% | +61.1% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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