+72.6%
PR vs VT
+231.8%
-159.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -8.6% |
| 7D | -12.1% | -0.3% | -11.8% | -12.0% |
| 30D | +0.9% | -1.4% | +2.3% | +2.3% |
| 3M | +10.1% | -1.4% | +11.5% | +11.2% |
| 6M | +1.1% | +5.5% | -4.4% | -7.4% |
| YTD | +63.7% | +12.8% | +50.8% | +35.4% |
| 1Y | +87.0% | +15.4% | +71.6% | +49.7% |
| 3Y | +70.7% | +76.9% | -6.1% | -21.2% |
| 5Y | +246.8% | +60.4% | +186.4% | +85.4% |
| 10Y | +72.6% | +232.8% | -160.2% | -25.1% |
| All | +72.6% | +231.8% | -159.2% | -25.1% |
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