-80.8%
PRT vs VT
+143.6%
-224.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +4.1% |
| 7D | -4.5% | -4.2% | -0.4% | -1.3% |
| 30D | -26.6% | -5.8% | -20.8% | -23.1% |
| 3M | -36.7% | -5.2% | -31.4% | -34.1% |
| 6M | -47.8% | +0.1% | -48.0% | -48.7% |
| YTD | -48.3% | +8.2% | -56.5% | -52.9% |
| 1Y | -62.5% | +10.1% | -72.6% | -66.5% |
| 3Y | -66.8% | +69.7% | -136.5% | -81.2% |
| 5Y | -69.2% | +53.4% | -122.6% | -80.8% |
| All | -80.8% | +143.6% | -224.4% | -93.6% |
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