+405.3%
VUG vs PR
+72.8%
+332.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.0% | -4.6% | -2.4% | -6.8% |
| 3M | -3.7% | +4.7% | -8.4% | -4.1% |
| 6M | -1.6% | +12.4% | -14.1% | -2.5% |
| YTD | +5.1% | +62.9% | -57.7% | +1.7% |
| 1Y | +3.8% | +70.6% | -66.8% | 0.0% |
| 3Y | +79.9% | +90.0% | -10.1% | +71.4% |
| 5Y | +66.4% | +255.5% | -189.1% | +51.9% |
| 10Y | +405.3% | +78.7% | +326.5% | +417.4% |
| All | +405.3% | +72.8% | +332.5% | +417.4% |
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