+436.7%
VUG vs PR
+169.5%
+267.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.1% | +2.9% | -3.0% | -0.3% |
| 30D | -0.3% | +18.0% | -18.4% | -1.3% |
| 3M | -0.7% | +16.9% | -17.5% | -1.7% |
| 6M | +14.6% | +28.2% | -13.6% | +12.7% |
| YTD | +9.0% | +69.3% | -60.3% | +5.3% |
| 1Y | +14.9% | +69.5% | -54.6% | +10.8% |
| 3Y | +86.0% | +81.7% | +4.4% | +77.7% |
| 5Y | +76.7% | +422.2% | -345.6% | +59.1% |
| 10Y | +411.3% | +110.4% | +300.9% | +410.6% |
| All | +436.7% | +169.5% | +267.2% | +432.2% |
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