+1,149.3%
PSX vs VEU
+192.0%
+957.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.5% |
| 7D | +6.4% | +2.4% | +4.1% | +4.0% |
| 30D | -10.2% | -2.0% | -8.2% | -8.6% |
| 3M | +17.2% | -5.1% | +22.3% | +22.6% |
| 6M | +51.8% | -0.7% | +52.5% | +49.6% |
| YTD | +108.0% | +11.0% | +97.0% | +78.7% |
| 1Y | +96.1% | +12.4% | +83.7% | +66.2% |
| 3Y | +155.9% | +69.8% | +86.1% | +37.3% |
| 5Y | +306.9% | +48.2% | +258.7% | +151.0% |
| 10Y | +364.5% | +148.1% | +216.4% | +70.1% |
| All | +1,149.3% | +192.0% | +957.2% | +239.3% |
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