+37.7%
PRKS vs VT
+319.7%
-281.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -5.3% |
| 30D | -12.2% | +1.0% | -13.2% | -13.2% |
| 3M | -0.8% | +2.4% | -3.2% | -4.1% |
| 6M | +18.4% | +12.0% | +6.4% | +2.2% |
| YTD | +11.4% | +15.3% | -3.9% | -7.5% |
| 1Y | -25.6% | +22.6% | -48.2% | -42.7% |
| 3Y | -18.2% | +74.7% | -92.8% | -59.6% |
| 5Y | -15.2% | +66.1% | -81.3% | -54.3% |
| 10Y | +209.4% | +225.0% | -15.6% | -11.8% |
| All | +37.7% | +319.7% | -281.9% | -66.3% |
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 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