+152.6%
PR vs VIG
+263.8%
-111.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -16.4% | -1.8% | -14.6% | -15.1% |
| 30D | -1.9% | +2.7% | -4.6% | -4.6% |
| 3M | +8.0% | 0.0% | +8.0% | +7.6% |
| 6M | +4.1% | +6.8% | -2.7% | -3.0% |
| YTD | +58.7% | +12.1% | +46.6% | +40.3% |
| 1Y | +75.8% | +14.8% | +61.0% | +51.6% |
| 3Y | +73.2% | +62.4% | +10.7% | +8.8% |
| 5Y | +230.1% | +59.6% | +170.6% | +113.2% |
| 10Y | +67.4% | +261.5% | -194.1% | -1.0% |
| All | +152.6% | +263.8% | -111.3% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling