+82.2%
PR vs VMC
+126.5%
-44.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.8% |
| 7D | +6.7% | -1.7% | +8.4% | +7.6% |
| 30D | -6.1% | +15.3% | -21.4% | -14.0% |
| 3M | +6.9% | +0.3% | +6.6% | +5.4% |
| 6M | +14.6% | +0.9% | +13.7% | +10.4% |
| YTD | +66.1% | -1.0% | +67.2% | +58.6% |
| 1Y | +77.0% | -4.3% | +81.4% | +72.1% |
| 3Y | +93.8% | +35.3% | +58.5% | +46.1% |
| 5Y | +268.2% | +44.4% | +223.8% | +159.8% |
| All | +82.2% | +126.5% | -44.3% | -13.7% |
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