+36.4%
PRTA vs VT
+343.8%
-307.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +5.3% | +0.4% | +4.8% | +4.5% |
| 30D | +15.7% | +1.0% | +14.7% | +14.0% |
| 3M | +6.2% | +2.4% | +3.8% | +2.0% |
| 6M | -0.4% | +12.0% | -12.4% | -15.8% |
| YTD | +2.8% | +15.3% | -12.5% | -16.7% |
| 1Y | +19.6% | +22.6% | -3.0% | -11.2% |
| 3Y | -82.2% | +74.7% | -156.9% | -92.2% |
| 5Y | -86.2% | +66.1% | -152.4% | -93.2% |
| 10Y | -81.2% | +225.0% | -306.2% | -96.4% |
| All | +36.4% | +343.8% | -307.4% | -77.7% |
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