-99.0%
PRPL vs VT
+226.2%
-325.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -17.9% | -1.6% | -16.3% | -15.9% |
| 30D | +20.0% | -2.5% | +22.5% | +24.6% |
| 3M | -72.0% | -1.3% | -70.7% | -71.4% |
| 6M | -79.8% | +3.1% | -82.9% | -80.6% |
| YTD | -85.4% | +10.9% | -96.3% | -87.6% |
| 1Y | -87.4% | +12.1% | -99.4% | -89.5% |
| 3Y | -88.9% | +73.9% | -162.8% | -94.8% |
| 5Y | -99.5% | +58.0% | -157.5% | -99.7% |
| All | -99.0% | +226.2% | -325.2% | -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