-85.9%
PRQR vs VT
+236.0%
-322.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -9.6% | +0.4% | -10.1% | -10.1% |
| 30D | +5.1% | +1.0% | +4.1% | +3.8% |
| 3M | +35.3% | +2.4% | +32.9% | +32.1% |
| 6M | +21.8% | +12.0% | +9.8% | +8.8% |
| YTD | +2.5% | +15.3% | -12.9% | -11.3% |
| 1Y | -13.4% | +22.6% | -36.0% | -29.5% |
| 3Y | +30.2% | +74.7% | -44.5% | -25.6% |
| 5Y | -70.0% | +66.1% | -136.2% | -80.9% |
| 10Y | -64.9% | +225.0% | -289.9% | -89.5% |
| All | -85.9% | +236.0% | -322.0% | -95.9% |
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 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