+40.8%
PRAY vs VT
+69.4%
-28.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -2.9% | -1.4% | -1.5% | -1.7% |
| 3M | -4.8% | -1.4% | -3.4% | -3.5% |
| 6M | -0.5% | +5.5% | -5.9% | -5.1% |
| YTD | +10.0% | +12.8% | -2.8% | -1.3% |
| 1Y | +10.6% | +15.4% | -4.8% | -2.8% |
| 3Y | +51.0% | +76.9% | -25.8% | -9.5% |
| All | +40.8% | +69.4% | -28.5% | -10.9% |
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