+79.3%
PR vs VSXY
+289.1%
-209.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | +2.9% | -14.0% | +16.9% | +4.0% |
| 30D | +18.0% | -15.9% | +34.0% | +19.4% |
| 3M | +16.9% | +3.4% | +13.5% | +16.0% |
| 6M | +28.2% | +25.9% | +2.3% | +23.9% |
| YTD | +69.3% | +39.5% | +29.8% | +60.9% |
| 1Y | +69.5% | +194.4% | -124.8% | +44.2% |
| All | +79.3% | +289.1% | -209.8% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling