-45.1%
PRKS vs VT
+53.2%
-98.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.1% | +14.8% | +16.4% |
| 7D | +19.8% | -4.2% | +23.9% | +26.1% |
| 30D | +11.7% | -5.8% | +17.5% | +20.6% |
| 3M | -17.8% | -5.2% | -12.6% | -12.0% |
| 6M | +10.6% | +0.1% | +10.5% | +8.8% |
| YTD | +4.3% | +8.2% | -3.9% | -8.4% |
| 1Y | -18.1% | +10.1% | -28.2% | -29.7% |
| 3Y | -19.9% | +69.7% | -89.6% | -64.0% |
| 5Y | -45.1% | +53.4% | -98.5% | -69.3% |
| All | -45.1% | +53.2% | -98.3% | -69.3% |
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