-100.0%
PRFX vs VT
+117.7%
-217.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.1% |
| 30D | -12.0% | +1.0% | -13.0% | -13.1% |
| 3M | -45.9% | +2.4% | -48.3% | -46.8% |
| 6M | -65.3% | +12.0% | -77.3% | -69.6% |
| YTD | -69.8% | +15.3% | -85.2% | -74.4% |
| 1Y | -88.1% | +22.6% | -110.7% | -90.6% |
| 3Y | -99.3% | +74.7% | -174.0% | -99.6% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| All | -100.0% | +117.7% | -217.7% | -100.0% |
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