-98.9%
PRPL vs VT
+231.8%
-330.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.7% | +9.4% | +8.6% |
| 7D | -14.9% | -0.3% | -14.6% | -14.3% |
| 30D | +28.4% | -1.4% | +29.9% | +31.6% |
| 3M | -71.3% | -1.4% | -69.9% | -70.7% |
| 6M | -76.4% | +5.5% | -81.8% | -78.0% |
| YTD | -83.8% | +12.8% | -96.6% | -86.6% |
| 1Y | -86.1% | +15.4% | -101.5% | -88.9% |
| 3Y | -87.7% | +76.9% | -164.6% | -94.4% |
| 5Y | -99.4% | +60.4% | -159.8% | -99.7% |
| 10Y | -98.9% | +232.8% | -331.6% | -99.6% |
| All | -98.9% | +231.8% | -330.7% | -99.6% |
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