+57.3%
VUG vs PR
+225.0%
-167.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -3.4% | -16.4% | +13.0% | -0.9% |
| 30D | -11.1% | -1.9% | -9.2% | -11.0% |
| 3M | -7.2% | +8.0% | -15.2% | -8.7% |
| 6M | -4.1% | +4.1% | -8.2% | -5.4% |
| YTD | +1.4% | +58.7% | -57.3% | -7.4% |
| 1Y | +1.9% | +75.8% | -73.9% | -8.7% |
| 3Y | +77.7% | +73.2% | +4.6% | +56.4% |
| All | +57.3% | +225.0% | -167.7% | +19.9% |
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 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