+77.0%
PR vs VMC
-4.3%
+81.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +1.6% |
| 7D | +6.7% | -1.7% | +8.4% | +6.3% |
| 30D | -6.1% | +15.3% | -21.4% | -2.7% |
| 3M | +6.9% | +0.3% | +6.6% | +7.4% |
| 6M | +14.6% | +0.9% | +13.7% | +16.2% |
| YTD | +66.1% | -1.0% | +67.2% | +69.8% |
| 1Y | +77.0% | -4.3% | +81.4% | +81.8% |
| All | +77.0% | -4.3% | +81.3% | +81.8% |
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 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