+712.1%
PRF vs VT
+356.1%
+356.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | -1.6% | +1.1% | +0.9% |
| 30D | +2.0% | -2.5% | +4.5% | +4.3% |
| 3M | +1.5% | -1.3% | +2.8% | +2.6% |
| 6M | +8.7% | +3.1% | +5.6% | +5.3% |
| YTD | +20.5% | +10.9% | +9.5% | +8.8% |
| 1Y | +24.4% | +12.1% | +12.3% | +11.2% |
| 3Y | +83.1% | +73.9% | +9.2% | +8.3% |
| 5Y | +80.5% | +58.0% | +22.5% | +16.2% |
| 10Y | +276.3% | +225.5% | +50.9% | +25.2% |
| All | +712.1% | +356.1% | +356.0% | +100.2% |
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