+194.2%
PRK vs VT
+224.5%
-30.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -1.7% | +0.4% | -2.2% | -2.1% |
| 30D | -5.8% | +1.0% | -6.8% | -6.6% |
| 3M | +13.2% | +2.4% | +10.8% | +10.2% |
| 6M | +18.1% | +12.0% | +6.1% | +5.5% |
| YTD | +30.3% | +15.3% | +15.0% | +13.2% |
| 1Y | +16.2% | +22.6% | -6.4% | -4.9% |
| 3Y | +106.2% | +74.7% | +31.5% | +22.2% |
| 5Y | +100.8% | +66.1% | +34.7% | +24.1% |
| All | +194.2% | +224.5% | -30.2% | -8.7% |
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