+608.1%
PRFZ vs VT
+374.2%
+233.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -1.2% |
| 30D | -1.3% | +1.0% | -2.3% | -2.3% |
| 3M | +4.9% | +2.4% | +2.5% | +2.2% |
| 6M | +13.4% | +12.0% | +1.4% | +0.5% |
| YTD | +20.0% | +15.3% | +4.6% | +3.0% |
| 1Y | +23.2% | +22.6% | +0.6% | -0.7% |
| 3Y | +60.3% | +74.7% | -14.4% | -10.1% |
| 5Y | +55.6% | +66.1% | -10.6% | -7.6% |
| 10Y | +192.7% | +225.0% | -32.3% | -10.6% |
| All | +608.1% | +374.2% | +233.9% | +46.7% |
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