+84.5%
PR vs VO
+197.6%
-113.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.0% | +3.1% | +2.9% | +2.0% |
| 30D | -4.2% | +2.2% | -6.4% | -7.0% |
| 3M | +10.0% | -2.5% | +12.5% | +12.7% |
| 6M | +15.6% | +7.0% | +8.7% | +5.0% |
| YTD | +68.2% | +14.0% | +54.2% | +39.7% |
| 1Y | +79.2% | +15.6% | +63.6% | +45.9% |
| 3Y | +94.9% | +66.2% | +28.7% | +2.0% |
| 5Y | +272.8% | +36.6% | +236.1% | +153.1% |
| All | +84.5% | +197.6% | -113.2% | +6.0% |
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 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