+220.4%
PR vs VMC
+43.6%
+176.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -2.0% |
| 7D | -12.4% | +0.3% | -12.7% | -12.6% |
| 30D | -6.6% | +18.6% | -25.1% | -12.6% |
| 3M | +7.5% | +2.0% | +5.5% | +6.2% |
| 6M | +10.8% | +2.6% | +8.2% | +7.8% |
| YTD | +57.0% | +2.3% | +54.8% | +50.4% |
| 1Y | +67.9% | +1.7% | +66.3% | +60.9% |
| 3Y | +87.6% | +41.7% | +45.9% | +43.3% |
| 5Y | +220.4% | +46.6% | +173.7% | +151.4% |
| All | +220.4% | +43.6% | +176.8% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling