-98.4%
PRPL vs VT
+242.0%
-340.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.0% | +0.4% | -11.4% | -11.4% |
| 30D | -58.9% | +1.0% | -59.8% | -59.3% |
| 3M | -62.7% | +2.4% | -65.1% | -63.8% |
| 6M | -78.5% | +12.0% | -90.5% | -81.6% |
| YTD | -77.9% | +15.3% | -93.3% | -81.9% |
| 1Y | -86.1% | +22.6% | -108.7% | -89.6% |
| 3Y | -93.4% | +74.7% | -168.0% | -96.7% |
| 5Y | -99.4% | +66.1% | -165.5% | -99.6% |
| 10Y | -98.4% | +225.0% | -323.5% | -99.4% |
| All | -98.4% | +242.0% | -340.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling