+786.2%
VGT vs PR
+152.2%
+634.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -4.1% | -9.5% | +5.4% | -3.5% |
| 30D | -13.6% | -5.7% | -8.0% | -13.3% |
| 3M | -8.0% | +3.0% | -11.0% | -8.3% |
| 6M | -1.5% | +11.8% | -13.3% | -2.4% |
| YTD | +17.7% | +58.5% | -40.8% | +13.7% |
| 1Y | +13.8% | +69.9% | -56.1% | +9.3% |
| 3Y | +101.6% | +84.9% | +16.7% | +91.8% |
| 5Y | +106.7% | +246.4% | -139.7% | +88.1% |
| 10Y | +717.0% | +70.3% | +646.7% | +726.7% |
| All | +786.2% | +152.2% | +634.0% | +790.0% |
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