-73.8%
PRQR vs VT
+224.4%
-298.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -5.0% |
| 7D | -10.6% | -0.7% | -9.9% | -10.0% |
| 30D | -22.2% | -1.7% | -20.5% | -20.6% |
| 3M | -34.4% | -2.3% | -32.1% | -32.7% |
| 6M | -21.7% | +1.5% | -23.3% | -22.5% |
| YTD | -37.6% | +12.0% | -49.7% | -43.7% |
| 1Y | -41.7% | +12.9% | -54.5% | -47.7% |
| 3Y | -7.4% | +74.9% | -82.3% | -44.4% |
| 5Y | -83.9% | +59.9% | -143.8% | -88.9% |
| 10Y | -73.8% | +224.6% | -298.4% | -88.8% |
| All | -73.8% | +224.4% | -298.1% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling