+48.6%
PRLB vs VT
+231.8%
-183.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -6.1% |
| 7D | -26.9% | -0.3% | -26.6% | -26.5% |
| 30D | -32.6% | -1.4% | -31.2% | -31.0% |
| 3M | -24.8% | -1.4% | -23.4% | -22.9% |
| 6M | +3.3% | +5.5% | -2.1% | -2.8% |
| YTD | +31.4% | +12.8% | +18.6% | +13.9% |
| 1Y | +37.7% | +15.4% | +22.3% | +15.9% |
| 3Y | +109.8% | +76.9% | +32.9% | +4.2% |
| 5Y | +4.2% | +60.4% | -56.2% | -40.7% |
| 10Y | +48.6% | +232.8% | -184.2% | -66.3% |
| All | +48.6% | +231.8% | -183.3% | -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 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