+169.5%
PR vs VSH
+218.8%
-49.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -3.5% |
| 7D | +2.9% | +4.1% | -1.2% | +1.0% |
| 30D | +18.0% | -4.2% | +22.2% | +18.9% |
| 3M | +16.9% | -50.0% | +66.8% | +50.0% |
| 6M | +28.2% | +80.2% | -52.0% | -18.5% |
| YTD | +69.3% | +121.1% | -51.8% | -5.2% |
| 1Y | +69.5% | +112.0% | -42.5% | -5.1% |
| 3Y | +81.7% | +22.5% | +59.2% | +28.9% |
| 5Y | +422.2% | +64.0% | +358.2% | +196.6% |
| 10Y | +110.4% | +170.4% | -60.0% | +18.9% |
| All | +169.5% | +218.8% | -49.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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