-100.0%
PRFX vs VT
+109.4%
-209.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -6.3% | -1.6% | -4.7% | -4.2% |
| 30D | -22.7% | -2.5% | -20.2% | -19.9% |
| 3M | -28.9% | -1.3% | -27.6% | -27.7% |
| 6M | -62.4% | +3.1% | -65.5% | -63.4% |
| YTD | -77.9% | +10.9% | -88.8% | -80.3% |
| 1Y | -87.7% | +12.1% | -99.8% | -89.2% |
| 3Y | -99.0% | +73.9% | -172.9% | -99.5% |
| 5Y | -99.9% | +58.0% | -157.9% | -99.9% |
| All | -100.0% | +109.4% | -209.4% | -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 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