+57.8%
PRK vs VT
+59.7%
-1.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +1.9% |
| 7D | +2.4% | -0.3% | +2.7% | +2.7% |
| 30D | +0.9% | -1.4% | +2.4% | +2.1% |
| 3M | -12.6% | -1.4% | -11.2% | -11.6% |
| 6M | +7.9% | +5.5% | +2.4% | +2.4% |
| YTD | +22.3% | +12.8% | +9.5% | +9.1% |
| 1Y | +24.6% | +15.4% | +9.1% | +8.7% |
| 3Y | +83.7% | +76.9% | +6.8% | +11.7% |
| All | +57.8% | +59.7% | -1.9% | +6.9% |
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