+142.2%
VXUS vs PR
+65.1%
+77.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +0.5% | -9.5% | +10.0% | +1.1% |
| 30D | -2.5% | -5.7% | +3.1% | -2.3% |
| 3M | -4.6% | +3.0% | -7.6% | -4.9% |
| 6M | -2.6% | +11.8% | -14.4% | -3.5% |
| YTD | +10.4% | +58.5% | -48.1% | +6.8% |
| 1Y | +12.9% | +69.9% | -57.0% | +8.7% |
| 3Y | +68.4% | +84.9% | -16.5% | +60.2% |
| 5Y | +47.7% | +246.4% | -198.8% | +33.6% |
| 10Y | +142.2% | +70.3% | +71.9% | +129.7% |
| All | +142.2% | +65.1% | +77.2% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling