-99.5%
PRPL vs VT
+57.9%
-157.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.3% |
| 7D | -17.9% | -1.6% | -16.3% | -15.2% |
| 30D | +20.0% | -2.5% | +22.5% | +26.3% |
| 3M | -72.0% | -1.3% | -70.7% | -71.3% |
| 6M | -79.8% | +3.1% | -82.9% | -81.0% |
| YTD | -85.4% | +10.9% | -96.3% | -88.5% |
| 1Y | -87.4% | +12.1% | -99.4% | -90.3% |
| 3Y | -88.9% | +73.9% | -162.8% | -96.6% |
| All | -99.5% | +57.9% | -157.4% | -99.8% |
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