-86.4%
PRLD vs VT
+118.0%
-204.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.1% | -8.8% | -5.9% |
| 7D | -13.3% | -4.2% | -9.1% | -6.0% |
| 30D | -6.7% | -5.8% | -0.9% | +4.5% |
| 3M | -21.7% | -5.2% | -16.5% | -13.2% |
| 6M | -23.9% | +0.1% | -24.0% | -23.6% |
| YTD | +22.6% | +8.2% | +14.4% | +8.6% |
| 1Y | +155.8% | +10.1% | +145.6% | +119.0% |
| 3Y | +56.6% | +69.7% | -13.1% | -26.3% |
| 5Y | -79.3% | +53.4% | -132.7% | -88.5% |
| All | -86.4% | +118.0% | -204.4% | -95.1% |
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