+87.0%
PR vs VLTO
+18.3%
+68.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.4% |
| 7D | -12.1% | +13.8% | -25.9% | -10.2% |
| 30D | +0.9% | +21.2% | -20.3% | +4.1% |
| 3M | +10.1% | +21.5% | -11.4% | +13.7% |
| 6M | +1.1% | +33.0% | -31.9% | +5.7% |
| YTD | +63.7% | +17.8% | +45.9% | +68.3% |
| 1Y | +87.0% | +18.1% | +68.9% | +93.5% |
| All | +87.0% | +18.3% | +68.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling