+26.8%
PRS vs VT
+138.1%
-111.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.8% | -2.3% | +5.1% | +3.6% |
| 30D | +2.8% | -5.0% | +7.8% | +4.6% |
| 3M | -4.2% | -4.9% | +0.6% | -2.7% |
| 6M | -10.3% | -1.5% | -8.8% | -10.0% |
| YTD | -11.0% | +8.5% | -19.5% | -13.7% |
| 1Y | -12.5% | +11.4% | -23.9% | -16.0% |
| 3Y | +1.8% | +70.1% | -68.3% | -16.9% |
| 5Y | -2.9% | +53.7% | -56.7% | -18.3% |
| All | +26.8% | +138.1% | -111.3% | -17.4% |
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