+28.6%
PRS vs VT
+153.1%
-124.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -3.8% | +1.0% | -4.8% | -4.2% |
| 3M | -5.7% | +2.4% | -8.1% | -6.6% |
| 6M | -12.1% | +12.0% | -24.1% | -15.6% |
| YTD | -9.7% | +15.3% | -25.0% | -14.3% |
| 1Y | -11.8% | +22.6% | -34.4% | -18.1% |
| 3Y | +2.4% | +74.7% | -72.2% | -17.0% |
| 5Y | -0.5% | +66.1% | -66.6% | -18.5% |
| All | +28.6% | +153.1% | -124.5% | -17.9% |
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 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