+140.0%
PRKS vs VT
+221.8%
-81.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.3% |
| 7D | +0.3% | +2.4% | -2.1% | -2.8% |
| 30D | +23.5% | -1.5% | +25.0% | +25.3% |
| 3M | -11.0% | -4.1% | -6.9% | -6.1% |
| 6M | +11.8% | +0.6% | +11.3% | +9.8% |
| YTD | +10.5% | +11.0% | -0.6% | -5.7% |
| 1Y | +21.0% | +13.3% | +7.7% | +0.4% |
| 3Y | -14.6% | +73.4% | -88.0% | -61.2% |
| 5Y | -36.8% | +57.4% | -94.3% | -66.1% |
| All | +140.0% | +221.8% | -81.8% | -43.0% |
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