-10.9%
PRG vs VT
+59.7%
-70.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| YTD | +36.9% | +12.8% | +24.1% | +14.6% |
| 1Y | +44.8% | +15.4% | +29.4% | +17.2% |
| 3Y | +44.3% | +76.9% | -32.6% | -39.7% |
| All | -10.9% | +59.7% | -70.6% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling