+1,112.1%
PSX vs VEU
+211.0%
+901.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.4% |
| 7D | +4.5% | +1.1% | +3.4% | +3.3% |
| 30D | +26.6% | +2.2% | +24.4% | +23.7% |
| 3M | +39.3% | +3.0% | +36.3% | +33.7% |
| 6M | +56.8% | +10.9% | +46.0% | +36.9% |
| YTD | +101.8% | +18.2% | +83.6% | +63.8% |
| 1Y | +99.6% | +28.3% | +71.3% | +48.0% |
| 3Y | +140.3% | +74.6% | +65.7% | +26.4% |
| 5Y | +339.3% | +56.4% | +283.0% | +158.9% |
| 10Y | +369.9% | +153.0% | +216.8% | +69.3% |
| All | +1,112.1% | +211.0% | +901.1% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling