+73.2%
PR vs VO
+60.2%
+13.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.1% |
| 7D | -16.4% | -2.6% | -13.9% | -14.3% |
| 30D | -1.9% | -0.9% | -0.9% | -1.1% |
| 3M | +8.0% | -3.0% | +11.0% | +10.9% |
| 6M | +4.1% | +2.2% | +1.9% | +0.4% |
| YTD | +58.7% | +10.6% | +48.1% | +37.8% |
| 1Y | +75.8% | +12.5% | +63.3% | +48.8% |
| 3Y | +73.2% | +61.4% | +11.8% | -5.8% |
| All | +73.2% | +60.2% | +13.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling