+7.9%
PG vs VG
-49.4%
+57.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.3% |
| 7D | +4.1% | -7.7% | +11.8% | +3.7% |
| 30D | +12.3% | -8.8% | +21.1% | +11.9% |
| 3M | +15.9% | -15.6% | +31.6% | +15.3% |
| 6M | +16.8% | +5.2% | +11.6% | +17.5% |
| YTD | +21.1% | +76.9% | -55.8% | +22.5% |
| 1Y | +19.3% | +42.5% | -23.2% | +20.3% |
| All | +7.9% | -49.4% | +57.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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