+87.0%
PR vs VMC
+3.7%
+83.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.6% | -11.1% | -5.4% |
| 7D | -12.1% | +12.3% | -24.4% | -9.5% |
| 30D | +0.9% | +21.2% | -20.3% | +5.6% |
| 3M | +10.1% | +4.6% | +5.5% | +11.8% |
| 6M | +1.1% | +3.9% | -2.8% | +3.7% |
| YTD | +63.7% | +5.0% | +58.7% | +68.2% |
| 1Y | +87.0% | +2.6% | +84.4% | +93.1% |
| All | +87.0% | +3.7% | +83.3% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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