+101.1%
PR vs VLTO
+54.7%
+46.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.7% |
| 7D | -12.1% | +13.8% | -25.9% | -14.8% |
| 30D | +0.9% | +21.2% | -20.3% | -3.6% |
| 3M | +10.1% | +21.5% | -11.4% | +5.0% |
| 6M | +1.1% | +33.0% | -31.9% | -6.4% |
| YTD | +63.7% | +17.8% | +45.9% | +57.2% |
| 1Y | +87.0% | +18.1% | +68.9% | +79.0% |
| 3Y | +70.7% | +67.6% | +3.2% | +49.3% |
| All | +101.1% | +54.7% | +46.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling