+500.1%
VST vs PR
+225.6%
+274.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.9% | -1.3% | -4.8% |
| 7D | -19.9% | -16.5% | -3.4% | -15.8% |
| 30D | -29.7% | -4.5% | -25.1% | -28.7% |
| 3M | -19.6% | +8.5% | -28.1% | -21.5% |
| 6M | -29.4% | -3.3% | -26.1% | -29.2% |
| YTD | -29.7% | +55.7% | -85.4% | -39.0% |
| 1Y | -40.0% | +82.0% | -122.1% | -50.6% |
| 3Y | +231.0% | +62.5% | +168.5% | +180.9% |
| 5Y | +500.1% | +223.9% | +276.1% | +338.2% |
| All | +500.1% | +225.6% | +274.4% | +338.2% |
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