+16.5%
PRTA vs VT
+334.2%
-317.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | -0.2% |
| 7D | -7.8% | -0.3% | -7.5% | -7.3% |
| 30D | +1.5% | -1.4% | +2.9% | +3.5% |
| 3M | -1.2% | -1.4% | +0.2% | +0.7% |
| 6M | -22.2% | +5.5% | -27.7% | -28.4% |
| YTD | -12.1% | +12.8% | -25.0% | -26.7% |
| 1Y | -18.2% | +15.4% | -33.7% | -34.0% |
| 3Y | -77.7% | +76.9% | -154.5% | -90.4% |
| 5Y | -85.1% | +60.4% | -145.5% | -92.3% |
| 10Y | -80.9% | +232.8% | -313.6% | -96.5% |
| All | +16.5% | +334.2% | -317.7% | -80.3% |
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