+790.7%
PRMB vs VT
+356.1%
+434.6%
-81.1%
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 | +7.2% | -1.6% | +8.8% | +8.6% |
| 30D | +5.5% | -2.5% | +8.0% | +7.6% |
| 3M | -7.3% | -1.3% | -6.0% | -6.4% |
| 6M | +3.8% | +3.1% | +0.8% | +0.9% |
| YTD | +27.9% | +10.9% | +17.0% | +17.0% |
| 1Y | -4.2% | +12.1% | -16.3% | -12.9% |
| 3Y | +52.1% | +73.9% | -21.8% | -5.5% |
| 5Y | +40.3% | +58.0% | -17.6% | -5.6% |
| 10Y | +97.0% | +225.5% | -128.5% | -25.9% |
| All | +790.7% | +356.1% | +434.6% | +179.9% |
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