+68.3%
PR vs VSXY
+217.9%
-149.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.1% | -0.8% |
| 7D | -12.4% | +15.2% | -27.6% | -11.6% |
| 30D | -6.6% | +37.0% | -43.5% | -5.0% |
| 3M | +7.5% | +15.2% | -7.7% | +8.7% |
| 6M | +10.8% | +136.3% | -125.5% | +16.3% |
| YTD | +57.0% | +109.6% | -52.5% | +65.4% |
| All | +68.3% | +217.9% | -149.6% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling