+634.4%
PRK vs VT
+345.0%
+289.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +2.8% |
| 7D | -0.8% | -4.2% | +3.3% | +3.8% |
| 30D | -0.3% | -5.8% | +5.5% | +6.2% |
| 3M | -13.1% | -5.2% | -7.8% | -8.0% |
| 6M | +3.9% | +0.1% | +3.8% | +2.6% |
| YTD | +20.3% | +8.2% | +12.0% | +8.5% |
| 1Y | +19.7% | +10.1% | +9.5% | +5.7% |
| 3Y | +80.7% | +69.7% | +11.0% | -1.4% |
| 5Y | +55.2% | +53.4% | +1.8% | -6.6% |
| 10Y | +173.3% | +219.2% | -45.9% | -32.4% |
| All | +634.4% | +345.0% | +289.4% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling