+1,158.7%
PSX vs VEU
+191.9%
+966.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +7.8% | +2.1% | +5.7% | +5.6% |
| 30D | -10.9% | -0.9% | -10.0% | -10.3% |
| 3M | +14.5% | -5.4% | +19.9% | +20.1% |
| 6M | +56.1% | -1.8% | +57.9% | +55.7% |
| YTD | +109.6% | +10.9% | +98.7% | +80.2% |
| 1Y | +95.5% | +13.6% | +81.9% | +63.9% |
| 3Y | +156.2% | +69.3% | +86.9% | +38.0% |
| 5Y | +310.0% | +48.1% | +261.9% | +153.1% |
| 10Y | +368.0% | +148.0% | +220.1% | +71.5% |
| All | +1,158.7% | +191.9% | +966.8% | +242.1% |
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