+643.1%
PRN vs VT
+363.9%
+279.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -4.6% | -1.4% | -3.2% | -3.3% |
| 3M | -14.9% | -1.4% | -13.5% | -13.7% |
| 6M | -16.8% | +5.5% | -22.2% | -20.4% |
| YTD | +10.4% | +12.8% | -2.4% | -0.7% |
| 1Y | +8.0% | +15.4% | -7.4% | -4.7% |
| 3Y | +90.2% | +76.9% | +13.4% | +13.2% |
| 5Y | +67.7% | +60.4% | +7.3% | +10.1% |
| 10Y | +337.5% | +232.8% | +104.8% | +51.7% |
| All | +643.1% | +363.9% | +279.2% | +78.8% |
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