+6.5%
PAGP vs VT
+255.0%
-248.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +2.6% |
| 7D | -7.1% | -4.2% | -2.9% | -2.7% |
| 30D | +2.1% | -5.8% | +7.9% | +8.8% |
| 3M | +6.8% | -5.2% | +12.0% | +12.8% |
| 6M | +12.4% | +0.1% | +12.2% | +10.0% |
| YTD | +47.6% | +8.2% | +39.3% | +29.9% |
| 1Y | +64.3% | +10.1% | +54.2% | +41.3% |
| 3Y | +102.0% | +69.7% | +32.3% | -0.9% |
| 5Y | +231.2% | +53.4% | +177.8% | +82.7% |
| 10Y | +70.9% | +219.2% | -148.3% | -63.5% |
| All | +6.5% | +255.0% | -248.4% | -78.9% |
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