-32.0%
VST vs PR
+80.1%
-112.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.9% | +8.6% | +10.5% |
| 7D | -9.8% | -16.4% | +6.6% | -10.3% |
| 30D | -25.1% | -1.9% | -23.2% | -24.3% |
| 3M | -11.6% | +8.0% | -19.5% | -9.4% |
| 6M | -20.9% | +4.1% | -25.0% | -19.2% |
| YTD | -22.3% | +58.7% | -81.0% | -11.1% |
| 1Y | -32.0% | +75.8% | -107.8% | -28.3% |
| All | -32.0% | +80.1% | -112.1% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling