-3.7%
PRS vs VT
+53.2%
-56.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.8% |
| 7D | +2.1% | -4.2% | +6.3% | +3.3% |
| 30D | +2.8% | -5.8% | +8.6% | +4.4% |
| 3M | -5.9% | -5.2% | -0.7% | -4.6% |
| 6M | -10.8% | +0.1% | -10.9% | -10.9% |
| YTD | -11.7% | +8.2% | -19.9% | -13.7% |
| 1Y | -13.3% | +10.1% | -23.4% | -15.7% |
| 3Y | +0.8% | +69.7% | -68.8% | -14.0% |
| 5Y | -3.7% | +53.4% | -57.1% | -18.4% |
| All | -3.7% | +53.2% | -56.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling