-82.2%
PROK vs VT
+70.9%
-153.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -3.6% |
| 7D | -10.4% | -1.1% | -9.3% | -8.8% |
| 30D | +21.6% | -1.0% | +22.6% | +23.8% |
| 3M | +8.4% | +3.2% | +5.3% | +3.3% |
| 6M | -26.8% | +12.5% | -39.3% | -39.2% |
| YTD | -19.6% | +14.1% | -33.7% | -34.3% |
| 1Y | -39.6% | +18.9% | -58.5% | -53.4% |
| 3Y | -78.4% | +74.1% | -152.5% | -88.0% |
| 5Y | -81.6% | +66.9% | -148.5% | -90.3% |
| All | -82.2% | +70.9% | -153.1% | -90.6% |
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