+415.3%
PR vs VO
+42.6%
+372.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | +2.9% | -0.3% | +3.2% | +3.2% |
| 30D | +18.0% | -0.3% | +18.4% | +18.3% |
| 3M | +16.9% | +2.9% | +13.9% | +12.1% |
| 6M | +28.2% | +9.3% | +18.9% | +13.2% |
| YTD | +69.3% | +14.2% | +55.1% | +41.3% |
| 1Y | +69.5% | +15.3% | +54.2% | +39.3% |
| 3Y | +81.7% | +56.2% | +25.4% | +2.5% |
| All | +415.3% | +42.6% | +372.6% | +260.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling