+11,510.0%
PARR vs VT
+361.3%
+11,148.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -4.3% |
| 7D | -5.6% | -0.3% | -5.3% | -5.4% |
| 30D | -20.4% | -1.4% | -19.0% | -19.2% |
| 3M | -16.1% | -1.4% | -14.7% | -14.9% |
| 6M | +3.4% | +5.5% | -2.0% | -4.8% |
| YTD | +98.2% | +12.8% | +85.4% | +63.7% |
| 1Y | +71.9% | +15.4% | +56.4% | +37.4% |
| 3Y | +114.4% | +76.9% | +37.5% | -3.2% |
| 5Y | +353.8% | +60.4% | +293.4% | +134.2% |
| 10Y | +397.9% | +232.8% | +165.1% | +7.6% |
| All | +11,510.0% | +361.3% | +11,148.7% | +51.0% |
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 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