+316.1%
PRN vs VT
+215.5%
+100.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -2.3% | -2.3% | -2.0% |
| 30D | -6.1% | -5.0% | -1.2% | -0.4% |
| 3M | -16.4% | -4.9% | -11.6% | -11.4% |
| 6M | -25.8% | -1.5% | -24.3% | -23.9% |
| YTD | +5.7% | +8.5% | -2.8% | -2.5% |
| 1Y | +5.3% | +11.4% | -6.1% | -5.5% |
| 3Y | +83.4% | +70.1% | +13.3% | +4.1% |
| 5Y | +57.7% | +53.7% | +3.9% | +0.5% |
| All | +316.1% | +215.5% | +100.6% | +25.6% |
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