+339.2%
PR vs VSXY
+96.5%
+242.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -16.4% | +11.8% | -28.2% | -17.5% |
| 30D | -1.9% | +25.9% | -27.8% | -4.6% |
| 3M | +8.0% | +15.5% | -7.6% | +5.6% |
| 6M | +4.1% | +109.7% | -105.6% | -7.1% |
| YTD | +58.7% | +99.5% | -40.8% | +40.9% |
| 1Y | +75.8% | +197.5% | -121.7% | +45.7% |
| 3Y | +73.2% | +453.3% | -380.1% | +20.1% |
| 5Y | +230.1% | +110.3% | +119.9% | +159.3% |
| All | +339.2% | +96.5% | +242.8% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling