+91.3%
PRG vs VT
+228.2%
-136.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +6.8% |
| 7D | +29.2% | -0.3% | +29.5% | +29.7% |
| 30D | +29.1% | -1.4% | +30.5% | +31.6% |
| 3M | -12.7% | -1.4% | -11.3% | -11.1% |
| 6M | +12.0% | +5.5% | +6.5% | +3.5% |
| YTD | +36.9% | +12.8% | +24.1% | +15.0% |
| 1Y | +44.8% | +15.4% | +29.4% | +17.8% |
| 3Y | +44.3% | +76.9% | -32.6% | -36.3% |
| 5Y | -10.6% | +60.4% | -71.0% | -53.1% |
| All | +91.3% | +228.2% | -136.9% | -58.1% |
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