+117.8%
PRCH vs VT
+119.7%
-1.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -2.4% |
| 7D | +32.3% | -0.3% | +32.6% | +32.7% |
| 30D | +24.3% | -1.4% | +25.7% | +26.9% |
| 3M | +30.6% | -1.4% | +32.0% | +33.5% |
| 6M | +108.1% | +5.5% | +102.6% | +93.4% |
| YTD | +136.1% | +12.8% | +123.3% | +98.8% |
| 1Y | +47.6% | +15.4% | +32.1% | +20.9% |
| 3Y | +3,075.3% | +76.9% | +2,998.4% | +1,532.5% |
| 5Y | -6.4% | +60.4% | -66.8% | -46.9% |
| All | +117.8% | +119.7% | -1.9% | +18.1% |
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