+322.6%
VTI vs PR
+169.5%
+153.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | 0.0% | +18.0% | -18.0% | -1.1% |
| 3M | +2.0% | +16.9% | -14.9% | +0.8% |
| 6M | +13.0% | +28.2% | -15.3% | +10.7% |
| YTD | +13.9% | +69.3% | -55.4% | +9.5% |
| 1Y | +20.0% | +69.5% | -49.5% | +15.1% |
| 3Y | +75.8% | +81.7% | -5.9% | +66.8% |
| 5Y | +73.8% | +422.2% | -348.4% | +53.3% |
| 10Y | +297.5% | +110.4% | +187.1% | +277.6% |
| All | +322.6% | +169.5% | +153.2% | +299.1% |
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