+147.8%
PR vs VRSN
+257.0%
-109.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.4% |
| 7D | -16.5% | +2.0% | -18.5% | -16.9% |
| 30D | -4.5% | +6.5% | -11.0% | -5.9% |
| 3M | +8.5% | +6.7% | +1.9% | +6.8% |
| 6M | -3.3% | +13.8% | -17.1% | -6.6% |
| YTD | +55.7% | +29.6% | +26.1% | +45.1% |
| 1Y | +82.0% | +29.5% | +52.6% | +69.5% |
| 3Y | +62.5% | +56.9% | +5.5% | +42.1% |
| 5Y | +223.9% | +36.6% | +187.4% | +187.6% |
| 10Y | +64.2% | +298.3% | -234.1% | +41.5% |
| All | +147.8% | +257.0% | -109.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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