-66.8%
PRT vs VT
+76.6%
-143.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | -27.9% | -1.4% | -26.5% | -27.8% |
| 3M | -37.4% | -1.4% | -36.0% | -37.3% |
| 6M | -49.7% | +5.5% | -55.2% | -50.2% |
| YTD | -48.7% | +12.8% | -61.5% | -50.0% |
| 1Y | -62.9% | +15.4% | -78.3% | -64.1% |
| All | -66.8% | +76.6% | -143.4% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling