+394.6%
VUG vs PR
+147.8%
+246.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -5.2% |
| 7D | -7.1% | -16.5% | +9.4% | -6.2% |
| 30D | -12.1% | -4.5% | -7.6% | -11.9% |
| 3M | -8.1% | +8.5% | -16.7% | -8.7% |
| 6M | -3.2% | -3.3% | +0.1% | -3.3% |
| YTD | +0.5% | +55.7% | -55.2% | -2.6% |
| 1Y | -0.7% | +82.0% | -82.7% | -4.7% |
| 3Y | +77.1% | +62.5% | +14.7% | +70.3% |
| 5Y | +56.2% | +223.9% | -167.7% | +43.4% |
| 10Y | +394.1% | +64.2% | +329.9% | +393.6% |
| All | +394.6% | +147.8% | +246.8% | +392.4% |
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 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