+13,453.3%
PARR vs VT
+371.6%
+13,081.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.1% |
| 6M | +63.7% | +12.0% | +51.7% | +37.8% |
| YTD | +131.4% | +15.3% | +116.1% | +86.9% |
| 1Y | +138.1% | +22.6% | +115.5% | +77.6% |
| 3Y | +128.0% | +74.7% | +53.4% | +5.1% |
| 5Y | +435.4% | +66.1% | +369.2% | +165.6% |
| 10Y | +542.8% | +225.0% | +317.8% | +43.8% |
| All | +13,453.3% | +371.6% | +13,081.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling