+102.7%
PRG vs VT
+224.5%
-121.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +0.5% | +0.4% | 0.0% | -0.1% |
| 30D | -14.0% | +1.0% | -15.0% | -15.1% |
| 3M | +15.4% | +2.4% | +13.1% | +11.3% |
| 6M | +16.9% | +12.0% | +4.9% | -0.6% |
| YTD | +34.9% | +15.3% | +19.5% | +10.0% |
| 1Y | +12.6% | +22.6% | -9.9% | -15.8% |
| 3Y | +18.3% | +74.7% | -56.4% | -46.6% |
| 5Y | -13.1% | +66.1% | -79.3% | -56.4% |
| All | +102.7% | +224.5% | -121.7% | -58.7% |
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 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