+385.1%
PARR vs VT
+215.5%
+169.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | -10.7% | -2.3% | -8.4% | -8.5% |
| 30D | -21.0% | -5.0% | -16.0% | -16.5% |
| 3M | -1.3% | -4.9% | +3.6% | +4.1% |
| 6M | +9.3% | -1.5% | +10.8% | +9.4% |
| YTD | +93.7% | +8.5% | +85.2% | +67.6% |
| 1Y | +67.0% | +11.4% | +55.6% | +39.4% |
| 3Y | +110.4% | +70.1% | +40.3% | -1.1% |
| 5Y | +323.3% | +53.7% | +269.5% | +129.9% |
| All | +385.1% | +215.5% | +169.6% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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