+15.8%
PRCS vs VT
+31.1%
-15.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | -1.6% | +1.5% | +1.4% |
| 30D | -0.2% | -2.5% | +2.3% | +2.2% |
| 3M | -1.7% | -1.3% | -0.4% | -0.6% |
| 6M | +5.2% | +3.1% | +2.1% | +1.9% |
| YTD | +7.5% | +10.9% | -3.5% | -3.1% |
| 1Y | +8.1% | +12.1% | -4.0% | -3.5% |
| All | +15.8% | +31.1% | -15.3% | -12.5% |
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 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