+336.0%
PG vs VIG
+610.7%
-274.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -1.2% |
| 30D | -1.5% | -3.2% | +1.7% | +0.7% |
| 3M | -3.4% | +3.0% | -6.4% | -5.3% |
| 6M | -7.0% | +8.1% | -15.1% | -11.9% |
| YTD | +2.0% | +9.1% | -7.1% | -4.1% |
| 1Y | -6.5% | +12.6% | -19.0% | -14.1% |
| 3Y | +1.2% | +55.4% | -54.2% | -26.7% |
| 5Y | +12.8% | +62.8% | -50.0% | -21.5% |
| 10Y | +117.7% | +246.6% | -128.9% | -12.6% |
| All | +336.0% | +610.7% | -274.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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