+1,112.0%
VST vs PR
+66.0%
+1,046.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.9% | +8.6% | +10.3% |
| 7D | -9.8% | -16.4% | +6.6% | -7.7% |
| 30D | -25.1% | -1.9% | -23.2% | -24.9% |
| 3M | -11.6% | +8.0% | -19.5% | -12.4% |
| 6M | -20.9% | +4.1% | -25.0% | -21.5% |
| YTD | -22.3% | +58.7% | -81.0% | -27.1% |
| 1Y | -32.0% | +75.8% | -107.8% | -37.1% |
| 3Y | +262.4% | +73.2% | +189.2% | +236.8% |
| 5Y | +563.4% | +230.1% | +333.2% | +465.4% |
| All | +1,112.0% | +66.0% | +1,046.0% | +811.4% |
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