-90.4%
PRQR vs VT
+228.7%
-319.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.4% |
| 30D | -15.6% | -1.4% | -14.1% | -14.0% |
| 3M | -23.0% | -1.4% | -21.6% | -21.7% |
| 6M | -14.0% | +5.5% | -19.5% | -18.2% |
| YTD | -30.2% | +12.8% | -43.0% | -37.9% |
| 1Y | -40.8% | +15.4% | -56.2% | -48.5% |
| 3Y | +16.5% | +76.9% | -60.3% | -33.8% |
| 5Y | -83.0% | +60.4% | -143.4% | -88.7% |
| 10Y | -66.0% | +232.8% | -298.8% | -90.2% |
| All | -90.4% | +228.7% | -319.2% | -97.1% |
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