+792.6%
VGT vs PR
+101.2%
+691.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -0.3% | +17.4% | -17.7% | -1.4% |
| 3M | +3.4% | +21.8% | -18.4% | +1.9% |
| 6M | +35.0% | +27.6% | +7.4% | +32.5% |
| YTD | +28.8% | +71.4% | -42.7% | +23.8% |
| 1Y | +38.0% | +78.3% | -40.3% | +32.1% |
| 3Y | +125.8% | +85.5% | +40.3% | +114.6% |
| 5Y | +134.7% | +422.7% | -287.9% | +109.6% |
| 10Y | +792.6% | +87.1% | +705.5% | +815.7% |
| All | +792.6% | +101.2% | +691.4% | +815.7% |
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