-91.0%
PRQR vs VT
+215.3%
-306.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -1.2% |
| 7D | -7.6% | -4.2% | -3.5% | -3.1% |
| 30D | -19.4% | -5.8% | -13.6% | -13.7% |
| 3M | -32.5% | -5.2% | -27.2% | -28.3% |
| 6M | -18.4% | +0.1% | -18.5% | -17.8% |
| YTD | -34.2% | +8.2% | -42.4% | -38.7% |
| 1Y | -44.1% | +10.1% | -54.2% | -48.8% |
| 3Y | +9.9% | +69.7% | -59.7% | -34.6% |
| 5Y | -84.2% | +53.4% | -137.6% | -89.0% |
| 10Y | -68.0% | +219.2% | -287.2% | -90.3% |
| All | -91.0% | +215.3% | -306.3% | -97.2% |
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