-89.7%
PROK vs VT
+66.3%
-156.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.3% | -8.8% | -8.7% |
| 7D | -8.3% | +2.4% | -10.7% | -11.7% |
| 30D | -28.9% | -1.5% | -27.4% | -26.8% |
| 3M | -25.6% | -4.1% | -21.5% | -20.0% |
| 6M | -40.3% | +0.6% | -40.8% | -40.6% |
| YTD | -53.3% | +11.0% | -64.4% | -60.0% |
| 1Y | -54.2% | +13.3% | -67.5% | -62.0% |
| 3Y | -34.7% | +73.4% | -108.1% | -62.5% |
| 5Y | -89.5% | +57.4% | -146.9% | -94.2% |
| All | -89.7% | +66.3% | -156.0% | -94.3% |
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