+728.4%
VGT vs PR
+86.0%
+642.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +2.5% | +6.0% | -3.5% | +2.1% |
| 30D | -9.5% | -4.2% | -5.3% | -9.3% |
| 3M | -9.5% | +10.0% | -19.5% | -10.2% |
| 6M | -1.8% | +15.6% | -17.4% | -2.9% |
| YTD | +18.4% | +68.2% | -49.8% | +13.8% |
| 1Y | +18.7% | +79.2% | -60.5% | +13.6% |
| 3Y | +103.8% | +94.9% | +8.9% | +93.1% |
| 5Y | +104.4% | +272.8% | -168.4% | +84.9% |
| All | +728.4% | +86.0% | +642.4% | +762.8% |
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