+180.6%
PRKS vs VT
+215.5%
-34.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.3% |
| 7D | +29.8% | -2.3% | +32.2% | +33.1% |
| 30D | +22.0% | -5.0% | +27.0% | +30.0% |
| 3M | -9.6% | -4.9% | -4.8% | -3.8% |
| 6M | +11.8% | -1.5% | +13.4% | +12.9% |
| YTD | +10.2% | +8.5% | +1.7% | -3.0% |
| 1Y | +13.8% | +11.4% | +2.4% | -3.6% |
| 3Y | -15.3% | +70.1% | -85.3% | -60.5% |
| 5Y | -42.0% | +53.7% | -95.8% | -67.9% |
| All | +180.6% | +215.5% | -34.9% | -31.9% |
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 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