-81.0%
PRT vs VT
+154.0%
-234.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.6% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -27.9% | -1.4% | -26.5% | -27.2% |
| 3M | -37.4% | -1.4% | -36.0% | -36.9% |
| 6M | -49.7% | +5.5% | -55.2% | -52.6% |
| YTD | -48.7% | +12.8% | -61.5% | -54.8% |
| 1Y | -62.9% | +15.4% | -78.3% | -68.1% |
| 3Y | -67.1% | +76.9% | -143.9% | -81.9% |
| 5Y | -69.3% | +60.4% | -129.7% | -81.5% |
| All | -81.0% | +154.0% | -234.9% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling