+163.0%
VXUS vs PR
+169.5%
-6.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | +2.2% | +18.0% | -15.8% | +1.1% |
| 3M | +3.0% | +16.9% | -13.9% | +1.9% |
| 6M | +10.7% | +28.2% | -17.6% | +8.7% |
| YTD | +17.8% | +69.3% | -51.5% | +13.7% |
| 1Y | +27.6% | +69.5% | -41.9% | +23.0% |
| 3Y | +73.3% | +81.7% | -8.4% | +65.1% |
| 5Y | +54.3% | +422.2% | -367.9% | +37.1% |
| 10Y | +149.8% | +110.4% | +39.5% | +135.1% |
| All | +163.0% | +169.5% | -6.5% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling