+87.0%
PR vs VO
+16.3%
+70.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.3% |
| 7D | -12.1% | +1.0% | -13.1% | -11.9% |
| 30D | +0.9% | +2.6% | -1.7% | +1.5% |
| 3M | +10.1% | -0.3% | +10.4% | +10.0% |
| 6M | +1.1% | +7.6% | -6.5% | +1.9% |
| YTD | +63.7% | +14.7% | +48.9% | +65.0% |
| 1Y | +87.0% | +16.4% | +70.6% | +88.0% |
| All | +87.0% | +16.3% | +70.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling