+79.3%
PR vs VMC
+21.0%
+58.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +2.9% | -4.3% | +7.2% | +3.6% |
| 30D | +18.0% | -8.2% | +26.3% | +19.6% |
| 3M | +16.9% | -7.0% | +23.9% | +17.6% |
| 6M | +28.2% | -10.8% | +39.0% | +30.3% |
| YTD | +69.3% | -7.4% | +76.7% | +68.6% |
| 1Y | +69.5% | -9.5% | +79.0% | +69.6% |
| All | +79.3% | +21.0% | +58.3% | +66.7% |
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 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