+16.4%
PRKS vs VT
+310.5%
-294.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +2.8% |
| 7D | +10.3% | -0.3% | +10.6% | +10.8% |
| 30D | -0.6% | -1.4% | +0.9% | +1.3% |
| 3M | -25.9% | -1.4% | -24.6% | -24.5% |
| 6M | +1.0% | +5.5% | -4.5% | -5.9% |
| YTD | -5.8% | +12.8% | -18.6% | -19.5% |
| 1Y | -25.7% | +15.4% | -41.1% | -38.1% |
| 3Y | -27.7% | +76.9% | -104.5% | -64.9% |
| 5Y | -48.5% | +60.4% | -108.9% | -70.9% |
| 10Y | +142.5% | +232.8% | -90.3% | -31.2% |
| All | +16.4% | +310.5% | -294.1% | -70.6% |
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