+107.3%
PR vs VMC
+149.2%
-41.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +2.9% | -4.3% | +7.2% | +5.2% |
| 30D | +18.0% | -8.2% | +26.3% | +23.3% |
| 3M | +16.9% | -7.0% | +23.9% | +19.4% |
| 6M | +28.2% | -10.8% | +39.0% | +32.4% |
| YTD | +69.3% | -7.4% | +76.7% | +69.5% |
| 1Y | +69.5% | -9.5% | +79.0% | +71.0% |
| 3Y | +81.7% | +20.5% | +61.2% | +48.8% |
| 5Y | +422.2% | +51.6% | +370.7% | +262.9% |
| All | +107.3% | +149.2% | -41.9% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling