-58.4%
PRPO vs VT
+60.6%
-118.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +3.9% |
| 7D | +4.8% | -0.3% | +5.1% | +5.1% |
| 30D | -18.5% | -1.4% | -17.0% | -17.6% |
| 3M | -14.0% | -1.4% | -12.6% | -13.1% |
| 6M | -34.1% | +5.5% | -39.6% | -36.7% |
| YTD | -14.8% | +12.8% | -27.7% | -22.1% |
| 1Y | -2.5% | +15.4% | -17.9% | -12.4% |
| 3Y | +131.1% | +76.9% | +54.2% | +42.6% |
| 5Y | -58.4% | +60.4% | -118.8% | -64.8% |
| All | -58.4% | +60.6% | -118.9% | -64.8% |
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