+552.1%
PARR vs VT
+224.5%
+327.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.1% | +0.4% | +2.7% | +2.6% |
| 30D | +16.3% | +1.0% | +15.3% | +15.0% |
| 3M | +46.4% | +2.4% | +44.0% | +41.3% |
| 6M | +63.7% | +12.0% | +51.7% | +38.3% |
| YTD | +131.4% | +15.3% | +116.1% | +87.7% |
| 1Y | +138.1% | +22.6% | +115.5% | +78.4% |
| 3Y | +128.0% | +74.7% | +53.4% | +5.5% |
| 5Y | +435.4% | +66.1% | +369.2% | +167.4% |
| All | +552.1% | +224.5% | +327.7% | +73.9% |
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