+87.6%
PR vs VMC
+41.7%
+45.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.4% |
| 7D | -12.4% | +0.3% | -12.7% | -12.4% |
| 30D | -6.6% | +18.6% | -25.1% | -9.1% |
| 3M | +7.5% | +2.0% | +5.5% | +7.2% |
| 6M | +10.8% | +2.6% | +8.2% | +9.8% |
| YTD | +57.0% | +2.3% | +54.8% | +53.8% |
| 1Y | +67.9% | +1.7% | +66.3% | +64.5% |
| 3Y | +87.6% | +41.7% | +45.9% | +56.2% |
| All | +87.6% | +41.7% | +45.9% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling