+160.3%
VEA vs PR
+101.2%
+59.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.5% |
| 7D | +1.9% | -0.6% | +2.4% | +1.9% |
| 30D | +0.8% | +17.4% | -16.6% | -0.3% |
| 3M | +5.7% | +21.8% | -16.1% | +4.3% |
| 6M | +13.3% | +27.6% | -14.3% | +11.3% |
| YTD | +18.4% | +71.4% | -53.0% | +14.0% |
| 1Y | +27.0% | +78.3% | -51.4% | +21.8% |
| 3Y | +79.3% | +85.5% | -6.2% | +70.4% |
| 5Y | +62.1% | +422.7% | -360.5% | +43.6% |
| 10Y | +160.3% | +87.1% | +73.1% | +142.1% |
| All | +160.3% | +101.2% | +59.1% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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