+25.4%
PG vs VLTO
+55.4%
-30.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +10.5% | +18.7% | -8.2% | +7.2% |
| 3M | +17.4% | +21.7% | -4.3% | +13.4% |
| 6M | +18.4% | +35.8% | -17.4% | +12.4% |
| YTD | +20.7% | +18.3% | +2.4% | +16.8% |
| 1Y | +16.8% | +20.9% | -4.1% | +12.6% |
| 3Y | +20.1% | +68.8% | -48.7% | +12.0% |
| All | +25.4% | +55.4% | -30.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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