-99.3%
PRPO vs VT
+177.2%
-276.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.6% |
| 7D | -1.5% | -1.6% | +0.1% | -0.3% |
| 30D | -19.5% | -2.5% | -17.0% | -17.9% |
| 3M | -15.9% | -1.3% | -14.6% | -15.0% |
| 6M | -39.8% | +3.1% | -42.9% | -41.3% |
| YTD | -19.0% | +10.9% | -29.9% | -25.3% |
| 1Y | -6.8% | +12.1% | -18.8% | -14.9% |
| 3Y | +119.8% | +73.9% | +45.9% | +39.6% |
| 5Y | -62.0% | +58.0% | -120.0% | -73.7% |
| All | -99.3% | +177.2% | -276.5% | -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 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