+232.8%
VT vs PR
+76.6%
+156.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.1% |
| 7D | -0.3% | -12.1% | +11.8% | +0.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | -1.4% | +10.1% | -11.5% | -2.2% |
| 6M | +5.5% | +1.1% | +4.4% | +5.1% |
| YTD | +12.8% | +63.7% | -50.8% | +8.7% |
| 1Y | +15.4% | +87.0% | -71.6% | +10.2% |
| 3Y | +76.9% | +70.7% | +6.1% | +68.7% |
| 5Y | +60.4% | +246.8% | -186.4% | +44.7% |
| 10Y | +232.8% | +72.6% | +160.2% | +218.9% |
| All | +232.8% | +76.6% | +156.2% | +218.9% |
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