+175.2%
VEA vs PR
+169.5%
+5.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | +1.9% | +18.0% | -16.1% | +0.9% |
| 3M | +3.2% | +16.9% | -13.6% | +2.1% |
| 6M | +10.2% | +28.2% | -18.0% | +8.2% |
| YTD | +18.9% | +69.3% | -50.4% | +14.6% |
| 1Y | +29.3% | +69.5% | -40.2% | +24.6% |
| 3Y | +76.8% | +81.7% | -4.9% | +68.3% |
| 5Y | +61.2% | +422.2% | -361.0% | +42.9% |
| 10Y | +163.3% | +110.4% | +52.9% | +145.2% |
| All | +175.2% | +169.5% | +5.7% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling