+112.7%
PRMB vs VT
+214.8%
-102.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.1% | +9.5% | +8.8% |
| 7D | +13.8% | -4.2% | +17.9% | +17.5% |
| 30D | +15.2% | -5.8% | +21.0% | +20.7% |
| 3M | -12.1% | -5.2% | -6.8% | -8.4% |
| 6M | +10.4% | +0.1% | +10.3% | +9.4% |
| YTD | +37.6% | +8.2% | +29.4% | +27.4% |
| 1Y | 0.0% | +10.1% | -10.2% | -8.7% |
| 3Y | +63.6% | +69.7% | -6.1% | -0.8% |
| 5Y | +32.1% | +53.4% | -21.3% | -12.4% |
| All | +112.7% | +214.8% | -102.1% | -37.1% |
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