+9.6%
PRTA vs VT
+316.5%
-306.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -0.2% |
| 7D | -11.1% | -4.2% | -7.0% | -5.5% |
| 30D | -1.6% | -5.8% | +4.2% | +7.0% |
| 3M | -7.1% | -5.2% | -1.8% | +0.2% |
| 6M | -29.5% | +0.1% | -29.6% | -30.1% |
| YTD | -17.4% | +8.2% | -25.6% | -26.8% |
| 1Y | -23.2% | +10.1% | -33.3% | -33.7% |
| 3Y | -79.0% | +69.7% | -148.7% | -90.4% |
| 5Y | -86.6% | +53.4% | -140.0% | -92.7% |
| 10Y | -82.0% | +219.2% | -301.2% | -96.5% |
| All | +9.6% | +316.5% | -306.9% | -80.4% |
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