+481.1%
PAG vs VT
+224.4%
+256.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -1.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.4% |
| 30D | +10.0% | -1.7% | +11.8% | +11.9% |
| 3M | -0.5% | -2.3% | +1.8% | +1.8% |
| 6M | +25.5% | +1.5% | +24.0% | +22.1% |
| YTD | +38.6% | +12.0% | +26.6% | +19.0% |
| 1Y | +40.2% | +12.9% | +27.3% | +19.2% |
| 3Y | +55.7% | +74.9% | -19.2% | -24.0% |
| 5Y | +117.2% | +59.9% | +57.3% | +19.2% |
| 10Y | +481.1% | +224.6% | +256.5% | +32.5% |
| All | +481.1% | +224.4% | +256.8% | +32.5% |
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 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