+164.7%
PRM vs VT
+63.1%
+101.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.7% | +0.4% | +3.3% | +3.2% |
| 30D | -9.2% | +1.0% | -10.2% | -10.3% |
| 3M | +4.1% | +2.4% | +1.8% | +1.3% |
| 6M | +31.5% | +12.0% | +19.5% | +14.4% |
| YTD | +15.4% | +15.3% | 0.0% | -3.4% |
| 1Y | +42.5% | +22.6% | +20.0% | +10.5% |
| 3Y | +437.4% | +74.7% | +362.7% | +173.8% |
| All | +164.7% | +63.1% | +101.6% | +35.2% |
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 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