+60.4%
PAGP vs VT
+217.6%
-157.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | -7.6% | -0.1% | -7.5% | -7.7% |
| 30D | -2.8% | -3.1% | +0.3% | +0.1% |
| 3M | +2.9% | -3.5% | +6.4% | +6.2% |
| 6M | +13.4% | +0.5% | +12.9% | +10.9% |
| YTD | +42.7% | +10.8% | +31.9% | +23.3% |
| 1Y | +54.9% | +11.9% | +43.0% | +32.0% |
| 3Y | +101.3% | +73.0% | +28.3% | +0.1% |
| 5Y | +221.9% | +58.6% | +163.2% | +76.6% |
| 10Y | +60.4% | +219.2% | -158.8% | -56.8% |
| All | +60.4% | +217.6% | -157.2% | -56.8% |
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