+589.4%
PRFZ vs VT
+356.1%
+233.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | -1.6% | +1.2% | +1.3% |
| 30D | +0.1% | -2.5% | +2.6% | +2.8% |
| 3M | -2.4% | -1.3% | -1.1% | -1.0% |
| 6M | +5.2% | +3.1% | +2.1% | +1.7% |
| YTD | +16.8% | +10.9% | +5.8% | +4.5% |
| 1Y | +18.6% | +12.1% | +6.5% | +5.1% |
| 3Y | +68.5% | +73.9% | -5.4% | -5.1% |
| 5Y | +43.2% | +58.0% | -14.7% | -10.4% |
| 10Y | +204.6% | +225.5% | -20.8% | -6.9% |
| All | +589.4% | +356.1% | +233.3% | +48.8% |
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