+6.0%
PRH vs VT
+84.0%
-78.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.3% | -0.1% | +3.5% | +3.3% |
| 30D | +4.7% | -3.1% | +7.8% | +5.5% |
| 3M | -2.2% | -3.5% | +1.3% | -1.3% |
| 6M | -8.1% | +0.5% | -8.5% | -8.2% |
| YTD | -9.9% | +10.8% | -20.6% | -12.1% |
| 1Y | -10.0% | +11.9% | -21.9% | -12.5% |
| 3Y | +2.3% | +73.0% | -70.6% | -11.8% |
| All | +6.0% | +84.0% | -78.0% | -11.8% |
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 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