+607.6%
PRN vs VT
+345.0%
+262.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -0.7% |
| 7D | -6.7% | -4.2% | -2.5% | -2.7% |
| 30D | -8.6% | -5.8% | -2.8% | -3.1% |
| 3M | -17.8% | -5.2% | -12.5% | -13.2% |
| 6M | -23.5% | +0.1% | -23.6% | -23.0% |
| YTD | +5.2% | +8.2% | -3.1% | -1.4% |
| 1Y | +1.3% | +10.1% | -8.8% | -6.3% |
| 3Y | +81.1% | +69.7% | +11.5% | +12.3% |
| 5Y | +56.8% | +53.4% | +3.5% | +7.7% |
| 10Y | +316.6% | +219.2% | +97.4% | +50.5% |
| All | +607.6% | +345.0% | +262.6% | +77.4% |
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