+78.3%
PR vs VSXY
+199.4%
-121.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.6% | +1.4% |
| 7D | -0.6% | -6.8% | +6.2% | -0.8% |
| 30D | +17.4% | -20.4% | +37.7% | +16.5% |
| 3M | +21.8% | +2.9% | +18.9% | +22.0% |
| 6M | +27.6% | +67.9% | -40.3% | +30.4% |
| YTD | +71.4% | +44.9% | +26.6% | +75.2% |
| 1Y | +78.3% | +205.9% | -127.6% | +74.7% |
| All | +78.3% | +199.4% | -121.1% | +74.7% |
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 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