+153.9%
VEA vs PR
+152.6%
+1.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -2.2% | -16.4% | +14.2% | -1.2% |
| 30D | -3.4% | -1.9% | -1.5% | -3.3% |
| 3M | -5.6% | +8.0% | -13.6% | -6.2% |
| 6M | -3.4% | +4.1% | -7.5% | -3.9% |
| YTD | +9.7% | +58.7% | -49.0% | +6.1% |
| 1Y | +15.4% | +75.8% | -60.5% | +10.8% |
| 3Y | +68.5% | +73.2% | -4.6% | +60.9% |
| 5Y | +49.6% | +230.1% | -180.5% | +35.7% |
| 10Y | +154.3% | +67.4% | +87.0% | +136.2% |
| All | +153.9% | +152.6% | +1.4% | +139.3% |
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