+769.3%
VST vs PR
+433.6%
+335.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | +8.9% | +2.9% | +6.0% | +8.1% |
| 30D | +6.2% | +18.0% | -11.8% | +1.6% |
| 3M | -2.7% | +16.9% | -19.6% | -7.0% |
| 6M | -8.4% | +28.2% | -36.6% | -15.2% |
| YTD | -7.2% | +69.3% | -76.5% | -20.8% |
| 1Y | -20.9% | +69.5% | -90.4% | -32.9% |
| 3Y | +384.0% | +81.7% | +302.3% | +301.9% |
| All | +769.3% | +433.6% | +335.7% | +486.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling