+138.3%
PRLB vs VT
+346.8%
-208.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -22.7% | -1.6% | -21.1% | -20.8% |
| 30D | -29.6% | -2.5% | -27.1% | -26.9% |
| 3M | -13.9% | -1.3% | -12.6% | -11.7% |
| 6M | +6.0% | +3.1% | +2.9% | +3.2% |
| YTD | +36.6% | +10.9% | +25.7% | +22.0% |
| 1Y | +29.2% | +12.1% | +17.2% | +14.2% |
| 3Y | +118.0% | +73.9% | +44.2% | +13.8% |
| 5Y | +11.4% | +58.0% | -46.6% | -33.9% |
| 10Y | +54.4% | +225.5% | -171.1% | -60.0% |
| All | +138.3% | +346.8% | -208.6% | -54.4% |
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