+28.4%
PRNT vs VT
+226.9%
-198.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.4% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -3.6% | -1.4% | -2.2% | -1.9% |
| 3M | -2.8% | -1.4% | -1.4% | -1.0% |
| 6M | +8.1% | +5.5% | +2.6% | +1.4% |
| YTD | +10.5% | +12.8% | -2.4% | -4.5% |
| 1Y | +7.5% | +15.4% | -7.9% | -9.5% |
| 3Y | +29.6% | +76.9% | -47.2% | -34.7% |
| 5Y | -36.2% | +60.4% | -96.6% | -63.2% |
| 10Y | +25.2% | +232.8% | -207.6% | -67.3% |
| All | +28.4% | +226.9% | -198.5% | -65.9% |
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