+415.3%
PR vs VT
+66.2%
+349.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 6M | +28.2% | +12.0% | +16.2% | +8.6% |
| YTD | +69.3% | +15.3% | +54.0% | +37.4% |
| 1Y | +69.5% | +22.6% | +46.9% | +25.7% |
| 3Y | +81.7% | +74.7% | +7.0% | -17.9% |
| All | +415.3% | +66.2% | +349.1% | +184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling