+334.6%
PR vs VSXY
+106.4%
+228.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.1% | -1.6% |
| 7D | -12.4% | +15.2% | -27.6% | -13.8% |
| 30D | -6.6% | +37.0% | -43.5% | -10.0% |
| 3M | +7.5% | +15.2% | -7.7% | +5.2% |
| 6M | +10.8% | +136.3% | -125.5% | -2.7% |
| YTD | +57.0% | +109.6% | -52.5% | +38.6% |
| 1Y | +67.9% | +223.7% | -155.8% | +37.6% |
| 3Y | +87.6% | +516.3% | -428.7% | +27.9% |
| 5Y | +220.4% | +125.1% | +95.2% | +150.5% |
| All | +334.6% | +106.4% | +228.2% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling