-3.7%
PRQR vs VT
+74.4%
-78.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.4% |
| 7D | -4.4% | -0.1% | -4.2% | -4.1% |
| 30D | -19.6% | -3.1% | -16.6% | -15.8% |
| 3M | -27.6% | -3.5% | -24.1% | -23.8% |
| 6M | -17.1% | +0.5% | -17.6% | -17.2% |
| YTD | -35.1% | +10.8% | -45.9% | -42.9% |
| 1Y | -39.4% | +11.9% | -51.2% | -47.2% |
| 3Y | -3.7% | +73.0% | -76.7% | -41.9% |
| All | -3.7% | +74.4% | -78.1% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling