-60.3%
PRPO vs VT
+53.2%
-113.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -2.1% |
| 7D | -3.9% | -4.2% | +0.2% | -0.9% |
| 30D | -20.7% | -5.8% | -14.9% | -17.2% |
| 3M | -20.8% | -5.2% | -15.6% | -17.7% |
| 6M | -42.6% | +0.1% | -42.7% | -42.7% |
| YTD | -19.1% | +8.2% | -27.3% | -23.8% |
| 1Y | -10.0% | +10.1% | -20.1% | -16.3% |
| 3Y | +119.5% | +69.7% | +49.8% | +39.6% |
| 5Y | -60.3% | +53.4% | -113.7% | -65.1% |
| All | -60.3% | +53.2% | -113.5% | -65.1% |
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