+303.9%
VTI vs PR
+152.6%
+151.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -2.6% | -16.4% | +13.8% | -1.4% |
| 30D | -5.0% | -1.9% | -3.1% | -5.0% |
| 3M | -4.3% | +8.0% | -12.2% | -4.9% |
| 6M | +0.6% | +4.1% | -3.5% | 0.0% |
| YTD | +8.9% | +58.7% | -49.8% | +5.0% |
| 1Y | +11.1% | +75.8% | -64.7% | +6.3% |
| 3Y | +74.5% | +73.2% | +1.3% | +66.1% |
| 5Y | +60.1% | +230.1% | -170.1% | +44.5% |
| 10Y | +297.4% | +67.4% | +230.0% | +277.4% |
| All | +303.9% | +152.6% | +151.3% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling