+147.8%
PR vs VMC
+192.8%
-45.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -2.7% |
| 7D | -16.5% | +1.9% | -18.4% | -17.6% |
| 30D | -4.5% | +14.7% | -19.3% | -11.8% |
| 3M | +8.5% | -0.3% | +8.8% | +7.5% |
| 6M | -3.3% | -1.7% | -1.6% | -5.1% |
| YTD | +55.7% | +0.7% | +55.0% | +47.9% |
| 1Y | +82.0% | +0.9% | +81.2% | +72.3% |
| 3Y | +62.5% | +40.5% | +21.9% | +22.3% |
| 5Y | +223.9% | +51.5% | +172.4% | +128.0% |
| 10Y | +64.2% | +166.5% | -102.3% | -15.6% |
| All | +147.8% | +192.8% | -45.0% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling