+223.9%
PR vs VMC
+51.1%
+172.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -3.4% |
| 7D | -16.5% | +1.9% | -18.4% | -17.2% |
| 30D | -4.5% | +14.7% | -19.3% | -9.6% |
| 3M | +8.5% | -0.3% | +8.8% | +8.1% |
| 6M | -3.3% | -1.7% | -1.6% | -4.2% |
| YTD | +55.7% | +0.7% | +55.0% | +50.0% |
| 1Y | +82.0% | +0.9% | +81.2% | +74.7% |
| 3Y | +62.5% | +40.5% | +21.9% | +24.3% |
| 5Y | +223.9% | +51.5% | +172.4% | +133.3% |
| All | +223.9% | +51.1% | +172.8% | +133.3% |
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