+223.9%
PR vs VO
+33.1%
+190.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -0.8% |
| 7D | -16.5% | -3.3% | -13.2% | -13.3% |
| 30D | -4.5% | -1.8% | -2.7% | -2.7% |
| 3M | +8.5% | -3.4% | +11.9% | +12.4% |
| 6M | -3.3% | +3.0% | -6.3% | -7.9% |
| YTD | +55.7% | +10.7% | +45.0% | +34.3% |
| 1Y | +82.0% | +11.8% | +70.2% | +54.7% |
| 3Y | +62.5% | +60.4% | +2.1% | -11.5% |
| 5Y | +223.9% | +33.6% | +190.3% | +149.3% |
| All | +223.9% | +33.1% | +190.8% | +149.3% |
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