-81.2%
PROK vs VT
+63.7%
-144.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.8% |
| 7D | -4.2% | -2.0% | -2.2% | -0.9% |
| 30D | +14.3% | -1.4% | +15.7% | +17.2% |
| 3M | +10.2% | +4.7% | +5.5% | +2.2% |
| 6M | -25.8% | +11.4% | -37.2% | -37.5% |
| YTD | -17.9% | +13.1% | -30.9% | -32.0% |
| 1Y | -14.8% | +19.0% | -33.8% | -34.3% |
| 3Y | -77.1% | +73.9% | -151.1% | -87.2% |
| 5Y | -81.2% | +65.4% | -146.6% | -90.1% |
| All | -81.2% | +63.7% | -144.9% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling