-33.4%
PRAX vs VT
+103.8%
-137.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.4% |
| 7D | -2.9% | -2.3% | -0.6% | +0.2% |
| 30D | -0.1% | -5.0% | +4.8% | +6.7% |
| 3M | -25.0% | -4.9% | -20.1% | -19.9% |
| 6M | -17.9% | -1.5% | -16.3% | -16.5% |
| YTD | -5.8% | +8.5% | -14.3% | -15.5% |
| 1Y | +61.1% | +11.4% | +49.7% | +40.3% |
| 3Y | +1,777.1% | +70.1% | +1,707.0% | +845.5% |
| 5Y | -16.4% | +53.7% | -70.1% | -49.5% |
| All | -33.4% | +103.8% | -137.3% | -66.2% |
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