+107.3%
PR vs VT
+224.5%
-117.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.3% |
| 30D | +18.0% | +1.0% | +17.1% | +16.5% |
| 3M | +16.9% | +2.4% | +14.5% | +12.5% |
| 6M | +28.2% | +12.0% | +16.2% | +8.4% |
| YTD | +69.3% | +15.3% | +54.0% | +37.6% |
| 1Y | +69.5% | +22.6% | +46.9% | +26.7% |
| 3Y | +81.7% | +74.7% | +7.0% | -13.4% |
| 5Y | +422.2% | +66.1% | +356.1% | +171.8% |
| All | +107.3% | +224.5% | -117.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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