+486.3%
PAG vs VT
+217.6%
+268.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.9% |
| 7D | +0.6% | -0.1% | +0.7% | +0.4% |
| 30D | +8.8% | -3.1% | +11.9% | +12.4% |
| 3M | -0.7% | -3.5% | +2.8% | +3.0% |
| 6M | +24.7% | +0.5% | +24.2% | +22.8% |
| YTD | +38.1% | +10.8% | +27.3% | +20.2% |
| 1Y | +38.9% | +11.9% | +27.0% | +19.3% |
| 3Y | +55.2% | +73.0% | -17.8% | -23.2% |
| 5Y | +117.0% | +58.6% | +58.4% | +20.2% |
| 10Y | +486.3% | +219.2% | +267.1% | +40.2% |
| All | +486.3% | +217.6% | +268.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling