-67.0%
PRT vs VT
+59.8%
-126.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | -18.2% | -1.7% | -16.4% | -17.7% |
| 3M | -32.4% | -2.3% | -30.1% | -32.0% |
| 6M | -43.1% | +1.5% | -44.6% | -43.8% |
| YTD | -44.8% | +12.0% | -56.9% | -48.1% |
| 1Y | -58.8% | +12.9% | -71.6% | -61.4% |
| 3Y | -63.8% | +74.9% | -138.8% | -74.0% |
| 5Y | -67.0% | +59.9% | -126.9% | -75.6% |
| All | -67.0% | +59.8% | -126.7% | -75.6% |
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 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