+108.1%
PR vs VLTO
+27.2%
+80.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +2.9% | -2.3% | +5.2% | +3.5% |
| 30D | +18.0% | -0.9% | +18.9% | +18.2% |
| 3M | +16.9% | +13.8% | +3.0% | +11.9% |
| 6M | +28.2% | +2.0% | +26.2% | +27.2% |
| YTD | +69.3% | -3.2% | +72.5% | +70.5% |
| 1Y | +69.5% | -9.2% | +78.7% | +75.0% |
| All | +108.1% | +27.2% | +80.9% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling