-79.8%
PRT vs VT
+144.2%
-224.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | 0.0% | -2.3% | +2.3% | +1.8% |
| 30D | -19.3% | -5.0% | -14.4% | -16.1% |
| 3M | -34.9% | -4.9% | -30.0% | -32.4% |
| 6M | -43.9% | -1.5% | -42.4% | -44.0% |
| YTD | -45.6% | +8.5% | -54.1% | -50.6% |
| 1Y | -60.4% | +11.4% | -71.8% | -64.9% |
| 3Y | -64.8% | +70.1% | -134.9% | -80.1% |
| 5Y | -67.6% | +53.7% | -121.4% | -79.9% |
| All | -79.8% | +144.2% | -224.0% | -93.3% |
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