+169.5%
PR vs VIG
+260.5%
-91.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | +2.9% | -0.4% | +3.3% | +3.3% |
| 30D | +18.0% | -1.0% | +19.0% | +19.0% |
| 3M | +16.9% | +2.8% | +14.1% | +13.4% |
| 6M | +28.2% | +8.2% | +20.0% | +17.7% |
| YTD | +69.3% | +11.0% | +58.3% | +51.5% |
| 1Y | +69.5% | +16.1% | +53.4% | +44.8% |
| 3Y | +81.7% | +56.2% | +25.5% | +18.7% |
| 5Y | +422.2% | +63.0% | +359.3% | +233.8% |
| 10Y | +110.4% | +241.4% | -131.1% | +25.3% |
| All | +169.5% | +260.5% | -91.0% | +59.8% |
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