+64.6%
VTI vs PR
+273.3%
-208.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.5% | +6.0% | -3.4% | +1.6% |
| 30D | -1.5% | -4.2% | +2.7% | -1.1% |
| 3M | -3.2% | +10.0% | -13.1% | -4.9% |
| 6M | +2.3% | +15.6% | -13.3% | -0.6% |
| YTD | +11.6% | +68.2% | -56.5% | +1.3% |
| 1Y | +13.8% | +79.2% | -65.4% | +2.0% |
| 3Y | +77.4% | +94.9% | -17.5% | +53.9% |
| All | +64.6% | +273.3% | -208.7% | +24.3% |
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 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