+65.2%
PR vs VMC
+159.8%
-94.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -16.4% | +0.5% | -16.9% | -16.9% |
| 30D | -1.9% | +15.8% | -17.7% | -10.1% |
| 3M | +8.0% | +0.6% | +7.4% | +6.4% |
| 6M | +4.1% | -4.0% | +8.1% | +3.5% |
| YTD | +58.7% | -0.3% | +59.0% | +51.1% |
| 1Y | +75.8% | -0.5% | +76.3% | +67.2% |
| 3Y | +73.2% | +39.6% | +33.6% | +28.7% |
| 5Y | +230.1% | +50.1% | +180.1% | +128.9% |
| All | +65.2% | +159.8% | -94.6% | -16.8% |
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