+207.2%
PRFZ vs VT
+231.8%
-24.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -0.6% |
| 7D | +0.5% | -0.3% | +0.8% | +0.9% |
| 30D | +0.7% | -1.4% | +2.1% | +2.4% |
| 3M | -3.0% | -1.4% | -1.6% | -1.5% |
| 6M | +7.4% | +5.5% | +1.9% | +0.8% |
| YTD | +18.4% | +12.8% | +5.6% | +2.8% |
| 1Y | +22.4% | +15.4% | +7.0% | +3.6% |
| 3Y | +70.9% | +76.9% | -6.0% | -10.5% |
| 5Y | +45.6% | +60.4% | -14.8% | -14.4% |
| 10Y | +207.2% | +232.8% | -25.6% | -16.4% |
| All | +207.2% | +231.8% | -24.6% | -16.4% |
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