+169.5%
PR vs VO
+217.5%
-48.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| YTD | +69.3% | +14.2% | +55.1% | +41.9% |
| 1Y | +69.5% | +15.3% | +54.2% | +40.0% |
| 3Y | +81.7% | +56.2% | +25.4% | +5.2% |
| 5Y | +422.2% | +42.4% | +379.8% | +244.6% |
| 10Y | +110.4% | +194.7% | -84.4% | +21.3% |
| All | +169.5% | +217.5% | -48.0% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling