-94.5%
PRTS vs VT
+57.9%
-152.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +4.5% | -1.6% | +6.1% | +8.1% |
| 30D | -3.4% | -2.5% | -0.9% | +1.6% |
| 3M | +52.7% | -1.3% | +54.0% | +58.1% |
| 6M | -12.2% | +3.1% | -15.3% | -16.1% |
| YTD | +66.8% | +10.9% | +55.9% | +40.5% |
| 1Y | +26.4% | +12.1% | +14.3% | +4.4% |
| 3Y | -73.4% | +73.9% | -147.3% | -90.1% |
| All | -94.5% | +57.9% | -152.4% | -97.5% |
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