+770.1%
VGT vs PR
+152.6%
+617.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.2% |
| 7D | -7.2% | -16.4% | +9.2% | -6.2% |
| 30D | -16.1% | -1.9% | -14.2% | -16.1% |
| 3M | -9.2% | +8.0% | -17.1% | -9.7% |
| 6M | -0.7% | +4.1% | -4.8% | -1.2% |
| YTD | +15.6% | +58.7% | -43.1% | +11.6% |
| 1Y | +14.4% | +75.8% | -61.5% | +9.6% |
| 3Y | +105.2% | +73.2% | +32.1% | +96.0% |
| 5Y | +100.0% | +230.1% | -130.1% | +82.3% |
| 10Y | +712.1% | +67.4% | +644.7% | +721.5% |
| All | +770.1% | +152.6% | +617.6% | +773.8% |
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 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