+134.8%
VXUS vs PR
+66.0%
+68.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -1.8% | -16.4% | +14.7% | -0.7% |
| 30D | -4.6% | -1.9% | -2.7% | -4.5% |
| 3M | -6.1% | +8.0% | -14.0% | -6.7% |
| 6M | -4.9% | +4.1% | -9.0% | -5.4% |
| YTD | +8.1% | +58.7% | -50.6% | +4.5% |
| 1Y | +12.1% | +75.8% | -63.7% | +7.7% |
| 3Y | +63.9% | +73.2% | -9.3% | +56.5% |
| 5Y | +43.1% | +230.1% | -187.0% | +29.8% |
| All | +134.8% | +66.0% | +68.7% | +121.8% |
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