+169.5%
PR vs VTEB
+21.3%
+148.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | +2.9% | -0.8% | +3.7% | +1.7% |
| 30D | +18.0% | -1.3% | +19.4% | +15.6% |
| 3M | +16.9% | -2.1% | +19.0% | +13.2% |
| 6M | +28.2% | -1.7% | +29.9% | +25.3% |
| YTD | +69.3% | -0.6% | +69.9% | +68.3% |
| 1Y | +69.5% | +3.1% | +66.4% | +78.1% |
| 3Y | +81.7% | +9.2% | +72.5% | +109.2% |
| 5Y | +422.2% | +2.2% | +420.1% | +421.4% |
| 10Y | +110.4% | +18.8% | +91.6% | +172.8% |
| All | +169.5% | +21.3% | +148.2% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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