+78.7%
PR vs VIG
+264.3%
-185.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | -4.6% | +4.9% | -9.5% | -9.2% |
| 3M | +4.7% | +2.9% | +1.8% | +1.4% |
| 6M | +12.4% | +11.2% | +1.2% | +0.4% |
| YTD | +62.9% | +16.0% | +46.9% | +38.7% |
| 1Y | +70.6% | +17.0% | +53.6% | +43.9% |
| 3Y | +90.0% | +66.9% | +23.2% | +14.6% |
| 5Y | +255.5% | +65.8% | +189.7% | +118.2% |
| 10Y | +78.7% | +263.6% | -184.9% | +11.5% |
| All | +78.7% | +264.3% | -185.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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