-34.2%
PRAA vs VT
+214.8%
-249.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +5.3% |
| 7D | +1.9% | -4.2% | +6.1% | +6.1% |
| 30D | +1.9% | -5.8% | +7.7% | +8.1% |
| 3M | +18.8% | -5.2% | +24.0% | +25.4% |
| 6M | -4.5% | +0.1% | -4.6% | -5.6% |
| YTD | +15.4% | +8.2% | +7.2% | +5.0% |
| 1Y | +50.6% | +10.1% | +40.5% | +34.6% |
| 3Y | +45.4% | +69.7% | -24.2% | -12.5% |
| 5Y | -56.3% | +53.4% | -109.6% | -71.2% |
| All | -34.2% | +214.8% | -249.0% | -75.3% |
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