+178.7%
PR vs VT
+231.7%
-53.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.7% | -1.6% | -4.1% | -4.0% |
| 30D | +8.5% | -2.5% | +11.0% | +11.5% |
| 3M | +15.6% | -1.3% | +16.9% | +16.6% |
| 6M | +10.2% | +3.1% | +7.2% | +4.3% |
| YTD | +75.1% | +10.9% | +64.2% | +49.3% |
| 1Y | +96.9% | +12.1% | +84.9% | +65.2% |
| 3Y | +82.7% | +73.9% | +8.8% | -10.6% |
| 5Y | +271.6% | +58.0% | +213.6% | +108.5% |
| 10Y | +87.5% | +225.5% | -137.9% | -6.7% |
| All | +178.7% | +231.7% | -53.0% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling