-67.7%
PRME vs VT
+111.1%
-178.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +5.3% |
| 7D | -7.3% | -0.3% | -7.0% | -6.1% |
| 30D | +54.8% | -1.4% | +56.3% | +62.1% |
| 3M | +66.8% | -1.4% | +68.2% | +75.7% |
| 6M | +43.2% | +5.5% | +37.8% | +30.3% |
| YTD | +43.2% | +12.8% | +30.4% | +13.4% |
| 1Y | +15.6% | +15.4% | +0.2% | -13.4% |
| 3Y | -36.3% | +76.9% | -113.2% | -77.7% |
| All | -67.7% | +111.1% | -178.8% | -91.5% |
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