+70.3%
PR vs VO
+197.4%
-127.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -5.7% | +0.5% | -6.2% | -6.6% |
| 3M | +3.0% | -1.1% | +4.1% | +3.7% |
| 6M | +11.8% | +6.4% | +5.4% | +2.2% |
| YTD | +58.5% | +13.5% | +44.9% | +32.3% |
| 1Y | +69.9% | +13.6% | +56.3% | +41.5% |
| 3Y | +84.9% | +65.2% | +19.7% | -2.5% |
| 5Y | +246.4% | +37.7% | +208.7% | +132.8% |
| 10Y | +70.3% | +198.4% | -128.1% | +0.2% |
| All | +70.3% | +197.4% | -127.1% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling