+871.3%
VGT vs PR
+169.5%
+701.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +1.0% | +2.9% | -1.9% | +0.8% |
| 30D | +1.3% | +18.0% | -16.7% | +0.2% |
| 3M | -1.1% | +16.9% | -18.0% | -2.3% |
| 6M | +32.6% | +28.2% | +4.4% | +30.1% |
| YTD | +29.0% | +69.3% | -40.3% | +24.1% |
| 1Y | +39.7% | +69.5% | -29.8% | +34.3% |
| 3Y | +120.9% | +81.7% | +39.2% | +110.3% |
| 5Y | +133.6% | +422.2% | -288.7% | +108.8% |
| 10Y | +792.6% | +110.4% | +682.2% | +802.6% |
| All | +871.3% | +169.5% | +701.8% | +872.1% |
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