+105.2%
PRCH vs VT
+110.8%
-5.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | +0.3% |
| 7D | -2.8% | -4.2% | +1.4% | +3.6% |
| 30D | +18.3% | -5.8% | +24.1% | +29.3% |
| 3M | +28.9% | -5.2% | +34.1% | +39.9% |
| 6M | +80.9% | +0.1% | +80.7% | +81.5% |
| YTD | +122.5% | +8.2% | +114.2% | +99.4% |
| 1Y | +27.3% | +10.1% | +17.1% | +11.8% |
| 3Y | +2,891.2% | +69.7% | +2,821.5% | +1,537.4% |
| 5Y | -11.5% | +53.4% | -64.8% | -46.5% |
| All | +105.2% | +110.8% | -5.6% | +18.5% |
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