-19.0%
PRAX vs VT
+108.1%
-127.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | +20.3% | -0.1% | +20.5% | +21.3% |
| 30D | +29.9% | -3.1% | +33.0% | +36.0% |
| 3M | -8.0% | -3.5% | -4.5% | -3.1% |
| 6M | +2.3% | +0.5% | +1.8% | +1.9% |
| YTD | +14.5% | +10.8% | +3.8% | +0.5% |
| 1Y | +101.1% | +11.9% | +89.2% | +74.9% |
| 3Y | +2,196.5% | +73.0% | +2,123.6% | +1,037.3% |
| 5Y | +8.1% | +58.6% | -50.5% | -37.3% |
| All | -19.0% | +108.1% | -127.2% | -59.8% |
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