+48.9%
PRLB vs VT
+224.5%
-175.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +2.1% | +0.4% | +1.7% | +1.5% |
| 30D | -9.8% | +1.0% | -10.8% | -10.9% |
| 3M | +8.9% | +2.4% | +6.5% | +6.1% |
| 6M | +29.0% | +12.0% | +17.0% | +11.8% |
| YTD | +61.0% | +15.3% | +45.6% | +34.9% |
| 1Y | +62.2% | +22.6% | +39.6% | +25.8% |
| 3Y | +171.2% | +74.7% | +96.5% | +36.4% |
| 5Y | +6.6% | +66.1% | -59.5% | -42.4% |
| All | +48.9% | +224.5% | -175.6% | -66.5% |
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