+134.5%
PRM vs VT
+53.0%
+81.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +5.0% |
| 7D | -1.3% | -4.2% | +2.8% | +3.5% |
| 30D | -1.7% | -5.8% | +4.1% | +5.3% |
| 3M | -19.5% | -5.2% | -14.3% | -14.3% |
| 6M | -6.8% | +0.1% | -6.9% | -7.3% |
| YTD | +2.2% | +8.2% | -6.0% | -7.8% |
| 1Y | +12.6% | +10.1% | +2.4% | -0.5% |
| 3Y | +782.1% | +69.7% | +712.5% | +364.4% |
| All | +134.5% | +53.0% | +81.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling