+99.8%
PRK vs VT
+66.2%
+33.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 6M | +18.1% | +12.0% | +6.1% | +6.2% |
| YTD | +30.3% | +15.3% | +15.0% | +14.1% |
| 1Y | +16.2% | +22.6% | -6.4% | -3.9% |
| 3Y | +106.2% | +74.7% | +31.5% | +25.9% |
| All | +99.8% | +66.2% | +33.6% | +29.8% |
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 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