+783.6%
PRM vs VT
+76.6%
+707.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | +0.1% | -1.4% | +1.5% | +1.9% |
| 3M | -15.5% | -1.4% | -14.1% | -13.9% |
| 6M | -5.5% | +5.5% | -11.0% | -11.9% |
| YTD | +2.1% | +12.8% | -10.8% | -13.3% |
| 1Y | +16.4% | +15.4% | +0.9% | -4.0% |
| All | +783.6% | +76.6% | +707.1% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling